-32.5%
AAL vs HIMS
+221.2%
-253.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.9% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | -19.0% | -10.8% | -8.2% | -18.0% |
| 3M | -5.1% | +3.7% | -8.8% | -6.9% |
| 6M | +15.5% | +79.0% | -63.5% | +2.2% |
| YTD | -15.8% | -13.2% | -2.5% | -17.5% |
| 1Y | -0.3% | -43.3% | +42.9% | +3.0% |
| 3Y | -7.7% | +331.4% | -339.0% | -50.4% |
| 5Y | -32.5% | +230.2% | -262.8% | -67.2% |
| All | -32.5% | +221.2% | -253.7% | -67.2% |
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