+222.2%
HIMS vs AFRM
-23.1%
+245.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | -3.9% | -7.0% | +3.0% | -1.8% |
| 30D | -12.4% | -7.8% | -4.6% | -10.4% |
| 3M | -1.1% | +5.3% | -6.4% | -2.4% |
| 6M | +68.4% | +42.6% | +25.8% | +51.1% |
| YTD | -14.7% | -2.8% | -11.9% | -14.6% |
| 1Y | -42.4% | -19.3% | -23.1% | -39.7% |
| 3Y | +304.5% | +231.0% | +73.6% | +167.2% |
| All | +222.2% | -23.1% | +245.3% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling