+187.4%
HIMS vs AEE
+70.8%
+116.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | -0.9% | +1.3% | -2.3% | -1.0% |
| 30D | -10.8% | -1.2% | -9.6% | -10.8% |
| 3M | +3.7% | +1.0% | +2.7% | +3.4% |
| 6M | +79.0% | -2.3% | +81.2% | +79.0% |
| YTD | -13.2% | +9.1% | -22.4% | -14.3% |
| 1Y | -43.3% | +10.6% | -53.8% | -44.0% |
| 3Y | +331.4% | +48.5% | +282.9% | +314.0% |
| 5Y | +230.2% | +39.9% | +190.4% | +218.4% |
| All | +187.4% | +70.8% | +116.7% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AEE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling