+191.8%
HIMS vs AS
+134.9%
+57.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +7.8% |
| 7D | -6.1% | +6.9% | -13.0% | -9.1% |
| 30D | -12.0% | +16.0% | -28.0% | -18.1% |
| 3M | -12.3% | -12.8% | +0.5% | -6.9% |
| 6M | -3.3% | -15.4% | +12.1% | +4.0% |
| YTD | -19.9% | -15.7% | -4.2% | -15.1% |
| 1Y | -37.4% | +6.1% | -43.4% | -40.9% |
| All | +191.8% | +134.9% | +57.0% | +113.0% |
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