+187.4%
HIMS vs ASX
+1,052.2%
-864.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -1.0% |
| 7D | -0.9% | +6.3% | -7.3% | -3.7% |
| 30D | -10.8% | +6.4% | -17.2% | -13.5% |
| 3M | +3.7% | +13.1% | -9.5% | -3.4% |
| 6M | +79.0% | +90.3% | -11.3% | +32.5% |
| YTD | -13.2% | +149.6% | -162.9% | -43.9% |
| 1Y | -43.3% | +249.2% | -292.4% | -68.5% |
| 3Y | +331.4% | +445.9% | -114.5% | +100.4% |
| 5Y | +230.2% | +477.7% | -247.5% | +43.4% |
| All | +187.4% | +1,052.2% | -864.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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