+184.7%
HIMS vs AFL
+160.9%
+23.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | -12.2% | -5.4% | -6.8% | -11.6% |
| 3M | -3.7% | -0.3% | -3.5% | -4.2% |
| 6M | +25.9% | +5.2% | +20.7% | +23.8% |
| YTD | -14.1% | +5.7% | -19.8% | -15.6% |
| 1Y | -41.6% | +10.2% | -51.8% | -43.2% |
| 3Y | +327.3% | +63.4% | +263.8% | +289.5% |
| 5Y | +207.9% | +133.0% | +74.9% | +167.6% |
| All | +184.7% | +160.9% | +23.8% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling