+187.4%
HIMS vs AEM
+314.3%
-126.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | -0.9% | +4.3% | -5.3% | -2.0% |
| 30D | -10.8% | +13.1% | -24.0% | -13.0% |
| 3M | +3.7% | +24.8% | -21.1% | -1.2% |
| 6M | +79.0% | -8.2% | +87.2% | +81.0% |
| YTD | -13.2% | +19.8% | -33.1% | -17.3% |
| 1Y | -43.3% | +32.1% | -75.3% | -46.7% |
| 3Y | +331.4% | +348.2% | -16.8% | +216.6% |
| 5Y | +230.2% | +297.5% | -67.2% | +141.0% |
| All | +187.4% | +314.3% | -126.9% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling