+180.7%
HIMS vs HALO
+546.2%
-365.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | -2.7% | +2.0% | +0.1% |
| 30D | -8.2% | +5.3% | -13.5% | -9.6% |
| 3M | -4.7% | +51.6% | -56.3% | -16.5% |
| 6M | +6.3% | +61.3% | -55.0% | -9.0% |
| YTD | -15.3% | +59.3% | -74.6% | -27.3% |
| 1Y | -46.9% | +38.3% | -85.1% | -52.5% |
| 3Y | +321.3% | +185.9% | +135.4% | +183.6% |
| 5Y | +215.8% | +159.9% | +55.9% | +112.4% |
| All | +180.7% | +546.2% | -365.5% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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