+184.7%
HIMS vs AG
+118.6%
+66.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.4% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -12.2% | +12.5% | -24.6% | -14.3% |
| 3M | -3.7% | +28.2% | -31.9% | -8.9% |
| 6M | +25.9% | -18.8% | +44.7% | +29.7% |
| YTD | -14.1% | +27.4% | -41.5% | -21.4% |
| 1Y | -41.6% | +132.2% | -173.8% | -53.5% |
| 3Y | +327.3% | +286.9% | +40.4% | +185.0% |
| 5Y | +207.9% | +72.8% | +135.2% | +132.5% |
| All | +184.7% | +118.6% | +66.0% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling