+180.0%
HIMS vs AA
+121.5%
+58.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.1% | -0.5% |
| 7D | -1.4% | -5.4% | +4.0% | -0.1% |
| 30D | -10.1% | -10.7% | +0.6% | -7.5% |
| 3M | -1.2% | -26.2% | +24.9% | +5.3% |
| 6M | +16.9% | -20.9% | +37.9% | +21.1% |
| YTD | -15.5% | -8.6% | -6.9% | -15.8% |
| 1Y | -42.6% | +57.4% | -100.0% | -49.6% |
| 3Y | +320.2% | +77.8% | +242.4% | +256.8% |
| 5Y | +215.0% | +2.7% | +212.4% | +186.2% |
| All | +180.0% | +121.5% | +58.5% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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