+314.0%
HIMS vs AFRM
+203.8%
+110.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.2% | +10.3% | +9.0% |
| 7D | -6.1% | -7.3% | +1.2% | -2.8% |
| 30D | -12.0% | -9.6% | -2.4% | -7.8% |
| 3M | -12.3% | -11.1% | -1.3% | -8.1% |
| 6M | -3.3% | +3.9% | -7.1% | -5.0% |
| YTD | -19.9% | -8.5% | -11.4% | -18.2% |
| 1Y | -37.4% | +3.3% | -40.6% | -39.8% |
| 3Y | +314.0% | +213.7% | +100.3% | +246.4% |
| All | +314.0% | +203.8% | +110.2% | +246.4% |
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