+180.7%
HIMS vs AGI
+496.1%
-315.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | -8.2% | +7.2% | -15.5% | -9.2% |
| 3M | -4.7% | +4.3% | -9.0% | -5.4% |
| 6M | +6.3% | -27.1% | +33.4% | +11.0% |
| YTD | -15.3% | -6.6% | -8.7% | -15.3% |
| 1Y | -46.9% | +9.5% | -56.4% | -48.0% |
| 3Y | +321.3% | +208.4% | +112.8% | +250.5% |
| 5Y | +215.8% | +401.6% | -185.8% | +146.9% |
| All | +180.7% | +496.1% | -315.4% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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