+101.3%
HIMS vs AA
+82.7%
+18.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -24.1% | +0.5% | -24.6% | -24.2% |
| 30D | -28.8% | -0.6% | -28.2% | -28.7% |
| 3M | -31.4% | -19.7% | -11.8% | -27.8% |
| 6M | -18.3% | -41.6% | +23.3% | -8.4% |
| YTD | -39.2% | -24.6% | -14.6% | -36.8% |
| 1Y | -45.3% | +4.9% | -50.1% | -47.4% |
| 3Y | +181.9% | +66.8% | +115.0% | +145.9% |
| 5Y | +166.6% | -19.4% | +186.0% | +154.8% |
| All | +101.3% | +82.7% | +18.6% | +78.7% |
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