+134.1%
HIMS vs HAS
+31.4%
+102.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.5% | -12.2% |
| 7D | -9.1% | +2.2% | -11.3% | -9.7% |
| 30D | -25.8% | +29.6% | -55.4% | -31.0% |
| 3M | -27.4% | +30.3% | -57.7% | -32.7% |
| 6M | -18.9% | +25.6% | -44.5% | -24.4% |
| YTD | -29.4% | +50.8% | -80.2% | -38.0% |
| 1Y | -44.1% | +63.0% | -107.1% | -52.1% |
| 3Y | +246.0% | +211.6% | +34.4% | +148.5% |
| 5Y | +177.1% | +50.4% | +126.7% | +125.5% |
| All | +134.1% | +31.4% | +102.7% | +85.5% |
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