+141.5%
HIMS vs AEM
+252.0%
-110.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -24.1% | -6.8% | -17.3% | -22.4% |
| 30D | -28.8% | +0.8% | -29.6% | -29.2% |
| 3M | -31.4% | -0.8% | -30.6% | -31.1% |
| 6M | -18.3% | -8.5% | -9.8% | -16.6% |
| YTD | -39.2% | +5.9% | -45.2% | -41.2% |
| 1Y | -45.3% | +6.6% | -51.9% | -47.1% |
| 3Y | +181.9% | +302.2% | -120.3% | +79.8% |
| All | +141.5% | +252.0% | -110.5% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling