+180.0%
HIMS vs AEIS
+389.2%
-209.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +0.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -10.1% | -16.4% | +6.3% | -2.9% |
| 3M | -1.2% | -11.1% | +9.9% | +1.1% |
| 6M | +16.9% | -12.0% | +28.9% | +18.4% |
| YTD | -15.5% | +30.9% | -46.4% | -30.3% |
| 1Y | -42.6% | +74.3% | -116.9% | -58.8% |
| 3Y | +320.2% | +165.2% | +155.0% | +153.7% |
| 5Y | +215.0% | +220.0% | -5.0% | +78.7% |
| All | +180.0% | +389.2% | -209.2% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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