+133.6%
HIMS vs AS
+131.9%
+1.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +9.9% |
| 7D | -21.9% | -3.0% | -18.9% | -20.9% |
| 30D | -32.1% | +9.6% | -41.6% | -35.2% |
| 3M | -31.8% | -8.2% | -23.6% | -29.4% |
| 6M | -28.6% | -9.9% | -18.7% | -25.5% |
| YTD | -35.9% | -16.8% | -19.1% | -31.7% |
| 1Y | -47.6% | +3.0% | -50.6% | -50.0% |
| All | +133.6% | +131.9% | +1.6% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling