+180.9%
HIMS vs AG
+227.5%
-46.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -5.9% | -10.7% | -15.1% |
| 7D | -25.6% | +6.0% | -31.5% | -26.6% |
| 30D | -38.1% | -13.5% | -24.6% | -35.7% |
| 3M | -39.8% | -20.7% | -19.1% | -36.0% |
| 6M | -32.3% | -31.5% | -0.8% | -26.6% |
| YTD | -41.1% | -10.1% | -30.9% | -41.9% |
| 1Y | -53.4% | +26.0% | -79.4% | -58.2% |
| 3Y | +180.9% | +228.9% | -48.0% | +90.2% |
| All | +180.9% | +227.5% | -46.6% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling