+180.7%
HIMS vs AEM
+311.3%
-130.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | -0.7% | -2.1% | +1.4% | -0.2% |
| 30D | -8.2% | +8.4% | -16.6% | -9.6% |
| 3M | -4.7% | +27.3% | -32.0% | -9.6% |
| 6M | +6.3% | -9.7% | +16.0% | +7.8% |
| YTD | -15.3% | +19.0% | -34.2% | -19.1% |
| 1Y | -46.9% | +31.5% | -78.3% | -50.1% |
| 3Y | +321.3% | +338.7% | -17.4% | +210.4% |
| 5Y | +215.8% | +307.4% | -91.6% | +130.4% |
| All | +180.7% | +311.3% | -130.6% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded AEM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling