+112.3%
HIMS vs AG
+52.5%
+59.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.0% |
| 7D | -21.9% | -4.0% | -17.9% | -21.1% |
| 30D | -32.1% | -13.1% | -19.0% | -29.8% |
| 3M | -31.8% | -22.0% | -9.8% | -27.7% |
| 6M | -28.6% | -37.3% | +8.7% | -21.4% |
| YTD | -35.9% | -11.2% | -24.7% | -36.4% |
| 1Y | -47.6% | +23.9% | -71.6% | -52.1% |
| 3Y | +205.6% | +225.1% | -19.6% | +114.3% |
| 5Y | +170.3% | +7.7% | +162.5% | +125.8% |
| All | +112.3% | +52.5% | +59.9% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling