+114.7%
HIMS vs AS
+137.8%
-23.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.8% | -14.8% | -15.7% |
| 7D | -25.6% | +4.5% | -30.1% | -27.0% |
| 30D | -38.1% | +13.2% | -51.4% | -41.8% |
| 3M | -39.8% | -11.9% | -27.9% | -36.4% |
| 6M | -32.3% | -11.6% | -20.8% | -28.8% |
| YTD | -41.1% | -14.7% | -26.4% | -37.9% |
| 1Y | -53.4% | +5.7% | -59.1% | -56.0% |
| All | +114.7% | +137.8% | -23.1% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling