+180.0%
HIMS vs AEM
+303.7%
-123.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.0% |
| 7D | -1.4% | -5.0% | +3.7% | -0.2% |
| 30D | -10.1% | +8.5% | -18.5% | -11.4% |
| 3M | -1.2% | +29.3% | -30.5% | -6.5% |
| 6M | +16.9% | -12.9% | +29.8% | +19.5% |
| YTD | -15.5% | +16.8% | -32.3% | -18.9% |
| 1Y | -42.6% | +29.8% | -72.4% | -45.9% |
| 3Y | +320.2% | +336.7% | -16.5% | +210.2% |
| 5Y | +215.0% | +299.9% | -84.9% | +130.8% |
| All | +180.0% | +303.7% | -123.7% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling