+222.2%
HIMS vs HAS
+13.4%
+208.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.9% | -1.8% | -2.1% | -3.1% |
| 30D | -12.4% | +2.3% | -14.7% | -13.5% |
| 3M | -1.1% | +10.4% | -11.4% | -6.3% |
| 6M | +68.4% | -3.2% | +71.7% | +69.0% |
| YTD | -14.7% | +15.4% | -30.1% | -22.4% |
| 1Y | -42.4% | +18.8% | -61.2% | -48.5% |
| 3Y | +304.5% | +43.9% | +260.6% | +213.4% |
| All | +222.2% | +13.4% | +208.8% | +211.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling