+215.0%
HIMS vs AFL
+131.0%
+84.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -1.4% | -3.3% | +1.9% | -0.4% |
| 30D | -10.1% | -5.0% | -5.1% | -8.9% |
| 3M | -1.2% | -1.8% | +0.5% | -1.9% |
| 6M | +16.9% | +4.8% | +12.1% | +12.4% |
| YTD | -15.5% | +5.4% | -20.9% | -19.0% |
| 1Y | -42.6% | +9.0% | -51.6% | -46.1% |
| 3Y | +320.2% | +63.0% | +257.2% | +217.1% |
| 5Y | +215.0% | +134.5% | +80.5% | +78.1% |
| All | +215.0% | +131.0% | +84.1% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling