+181.9%
HIMS vs AFRM
+192.6%
-10.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -24.1% | -4.4% | -19.7% | -22.2% |
| 30D | -28.8% | -7.7% | -21.2% | -25.8% |
| 3M | -31.4% | -16.9% | -14.6% | -25.2% |
| 6M | -18.3% | +2.5% | -20.8% | -18.7% |
| YTD | -39.2% | -12.5% | -26.7% | -36.4% |
| 1Y | -45.3% | -11.0% | -34.2% | -43.5% |
| 3Y | +181.9% | +184.6% | -2.7% | +106.1% |
| All | +181.9% | +192.6% | -10.8% | +106.1% |
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