+211.0%
HIMS vs AS
+120.4%
+90.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -2.1% |
| 7D | -3.9% | -4.9% | +1.0% | -1.7% |
| 30D | -12.4% | -19.6% | +7.2% | -3.0% |
| 3M | -1.1% | -14.4% | +13.3% | +6.3% |
| 6M | +68.4% | -20.1% | +88.6% | +85.7% |
| YTD | -14.7% | -20.9% | +6.3% | -6.5% |
| 1Y | -42.4% | -21.9% | -20.5% | -36.9% |
| All | +211.0% | +120.4% | +90.6% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling