-56.3%
AAL vs HIMS
+181.3%
-237.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | -12.9% | -8.2% | -4.7% | -12.2% |
| 3M | -11.2% | -4.7% | -6.5% | -11.8% |
| 6M | +17.8% | +6.3% | +11.5% | +14.0% |
| YTD | -15.1% | -15.3% | +0.1% | -16.5% |
| 1Y | +0.5% | -46.9% | +47.3% | +4.4% |
| 3Y | -7.7% | +321.3% | -329.0% | -42.9% |
| 5Y | -31.3% | +215.8% | -247.2% | -59.7% |
| All | -56.3% | +181.3% | -237.5% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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