+101.3%
HIMS vs AEIS
+292.6%
-191.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.8% |
| 7D | -24.1% | +11.5% | -35.6% | -28.5% |
| 30D | -28.8% | -15.8% | -13.1% | -24.8% |
| 3M | -31.4% | -33.3% | +1.9% | -20.6% |
| 6M | -18.3% | -35.2% | +16.9% | -6.9% |
| YTD | -39.2% | +5.0% | -44.3% | -46.4% |
| 1Y | -45.3% | +8.5% | -53.7% | -52.4% |
| 3Y | +181.9% | +152.9% | +29.0% | +71.8% |
| 5Y | +166.6% | +144.6% | +22.0% | +62.9% |
| All | +101.3% | +292.6% | -191.3% | +22.9% |
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