-35.2%
AAL vs HIMS
+160.3%
-195.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | -24.1% | +24.0% | +3.4% |
| 30D | +11.7% | -28.8% | +40.5% | +16.5% |
| 3M | -12.5% | -31.4% | +18.9% | -8.8% |
| 6M | +3.6% | -18.3% | +21.9% | +4.0% |
| YTD | -14.1% | -39.2% | +25.1% | -12.2% |
| 1Y | +0.8% | -45.3% | +46.0% | +4.4% |
| 3Y | +11.8% | +181.9% | -170.1% | -36.7% |
| All | -35.2% | +160.3% | -195.5% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling