+180.0%
HIMS vs HAL
+104.5%
+75.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.3% |
| 7D | -1.4% | -3.3% | +1.9% | -1.0% |
| 30D | -10.1% | +7.2% | -17.3% | -10.9% |
| 3M | -1.2% | -8.8% | +7.6% | -0.4% |
| 6M | +16.9% | +3.0% | +13.9% | +15.5% |
| YTD | -15.5% | +29.4% | -44.9% | -19.2% |
| 1Y | -42.6% | +62.8% | -105.4% | -47.1% |
| 3Y | +320.2% | -6.4% | +326.7% | +306.9% |
| 5Y | +215.0% | +103.6% | +111.4% | +188.9% |
| All | +180.0% | +104.5% | +75.5% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HAL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling