+180.7%
HIMS vs AFL
+162.2%
+18.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | -8.2% | -4.0% | -4.2% | -7.8% |
| 3M | -4.7% | -0.5% | -4.2% | -5.1% |
| 6M | +6.3% | +6.5% | -0.2% | +4.3% |
| YTD | -15.3% | +6.2% | -21.5% | -16.8% |
| 1Y | -46.9% | +8.3% | -55.1% | -48.1% |
| 3Y | +321.3% | +62.5% | +258.7% | +284.4% |
| 5Y | +215.8% | +136.2% | +79.7% | +174.2% |
| All | +180.7% | +162.2% | +18.6% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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