+134.1%
HIMS vs ASX
+895.0%
-760.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +8.6% | -20.4% | -15.4% |
| 7D | -9.1% | -12.3% | +3.2% | -5.0% |
| 30D | -25.8% | -26.0% | +0.2% | -17.2% |
| 3M | -27.4% | -8.1% | -19.3% | -26.9% |
| 6M | -18.9% | +1.4% | -20.2% | -23.5% |
| YTD | -29.4% | +115.6% | -144.9% | -52.5% |
| 1Y | -44.1% | +128.0% | -172.1% | -63.4% |
| 3Y | +246.0% | +371.4% | -125.4% | +67.2% |
| 5Y | +177.1% | +469.4% | -292.4% | +22.4% |
| All | +134.1% | +895.0% | -760.9% | -0.7% |
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