+230.2%
HIMS vs AG
+65.4%
+164.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -0.9% | +4.5% | -5.4% | -2.2% |
| 30D | -10.8% | +12.9% | -23.7% | -13.3% |
| 3M | +3.7% | +20.9% | -17.3% | -1.4% |
| 6M | +79.0% | -19.5% | +98.5% | +85.5% |
| YTD | -13.2% | +24.8% | -38.0% | -21.6% |
| 1Y | -43.3% | +120.2% | -163.5% | -56.2% |
| 3Y | +331.4% | +279.0% | +52.4% | +163.8% |
| 5Y | +230.2% | +67.9% | +162.3% | +150.1% |
| All | +230.2% | +65.4% | +164.8% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling