+302.2%
HIMS vs AFRM
+232.3%
+69.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.7% |
| 7D | -3.9% | -7.0% | +3.0% | -1.2% |
| 30D | -12.4% | -7.8% | -4.6% | -9.8% |
| 3M | -1.1% | +5.3% | -6.4% | -2.9% |
| 6M | +68.4% | +42.6% | +25.8% | +46.0% |
| YTD | -14.7% | -2.8% | -11.9% | -15.1% |
| 1Y | -42.4% | -19.3% | -23.1% | -39.4% |
| All | +302.2% | +232.3% | +69.8% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 3y: compounded portfolio wealth divided by compounded AFRM 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…
3y analysis · Full analysis span regression · 6 months rolling