+187.4%
HIMS vs HAS
-1.9%
+189.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.3% |
| 7D | -0.9% | -3.1% | +2.2% | -0.1% |
| 30D | -10.8% | -2.7% | -8.1% | -10.3% |
| 3M | +3.7% | +8.9% | -5.2% | +0.6% |
| 6M | +79.0% | -2.9% | +81.9% | +79.2% |
| YTD | -13.2% | +12.6% | -25.9% | -17.3% |
| 1Y | -43.3% | +17.5% | -60.7% | -46.7% |
| 3Y | +331.4% | +46.2% | +285.2% | +269.6% |
| 5Y | +230.2% | +12.6% | +217.7% | +191.5% |
| All | +187.4% | -1.9% | +189.3% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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