+170.3%
HIMS vs AWK
-3.5%
+173.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.2% | +8.8% |
| 7D | -21.9% | 0.0% | -22.0% | -21.9% |
| 30D | -32.1% | +15.5% | -47.6% | -32.1% |
| 3M | -31.8% | +10.0% | -41.8% | -31.8% |
| 6M | -28.6% | +20.4% | -49.0% | -29.1% |
| YTD | -35.9% | +17.1% | -53.0% | -36.4% |
| 1Y | -47.6% | +18.3% | -65.9% | -48.2% |
| 3Y | +205.6% | +30.4% | +175.2% | +169.0% |
| 5Y | +170.3% | -2.7% | +172.9% | +177.3% |
| All | +170.3% | -3.5% | +173.8% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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