+101.3%
HIMS vs AG
+40.9%
+60.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | -24.1% | -10.0% | -14.2% | -22.2% |
| 30D | -28.8% | -10.5% | -18.3% | -26.9% |
| 3M | -31.4% | -27.3% | -4.2% | -26.1% |
| 6M | -18.3% | -43.0% | +24.7% | -8.0% |
| YTD | -39.2% | -17.9% | -21.3% | -38.6% |
| 1Y | -45.3% | +11.9% | -57.2% | -48.7% |
| 3Y | +181.9% | +201.8% | -20.0% | +101.2% |
| 5Y | +166.6% | -0.1% | +166.7% | +126.8% |
| All | +101.3% | +40.9% | +60.4% | +73.5% |
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