+141.5%
HIMS vs AWK
-2.4%
+143.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -24.1% | +0.1% | -24.3% | -24.1% |
| 30D | -28.8% | +14.3% | -43.1% | -28.8% |
| 3M | -31.4% | +10.3% | -41.7% | -31.4% |
| 6M | -18.3% | +18.9% | -37.2% | -18.6% |
| YTD | -39.2% | +17.7% | -57.0% | -39.6% |
| 1Y | -45.3% | +16.9% | -62.1% | -45.6% |
| 3Y | +181.9% | +32.2% | +149.7% | +147.7% |
| All | +141.5% | -2.4% | +143.9% | +149.6% |
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