+207.9%
HIMS vs AWK
-16.7%
+224.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | -12.2% | +4.3% | -16.5% | -12.2% |
| 3M | -3.7% | +12.5% | -16.3% | -4.3% |
| 6M | +25.9% | +3.3% | +22.6% | +26.1% |
| YTD | -14.1% | +9.8% | -23.8% | -14.6% |
| 1Y | -41.6% | +2.9% | -44.5% | -41.5% |
| 3Y | +327.3% | +9.6% | +317.6% | +302.7% |
| 5Y | +207.9% | -16.7% | +224.6% | +193.2% |
| All | +207.9% | -16.7% | +224.7% | +193.2% |
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