+170.0%
HIMS vs AS
+133.7%
+36.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.3% | -7.5% | -8.7% |
| 7D | -18.9% | +7.1% | -26.0% | -21.6% |
| 30D | -18.4% | +12.8% | -31.2% | -23.0% |
| 3M | -24.0% | -14.7% | -9.3% | -18.4% |
| 6M | -8.6% | -9.9% | +1.3% | -4.7% |
| YTD | -25.9% | -16.1% | -9.8% | -21.2% |
| 1Y | -45.0% | +0.2% | -45.1% | -46.6% |
| All | +170.0% | +133.7% | +36.3% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling