-42.4%
HIMS vs AIG
-4.5%
-37.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.6% |
| 7D | -3.9% | -0.9% | -3.0% | -4.2% |
| 30D | -12.4% | -4.9% | -7.6% | -13.3% |
| 3M | -1.1% | +4.5% | -5.5% | -0.5% |
| 6M | +68.4% | -1.4% | +69.9% | +68.4% |
| YTD | -14.7% | -9.8% | -4.9% | -16.5% |
| 1Y | -42.4% | -4.5% | -37.9% | -41.2% |
| All | -42.4% | -4.5% | -37.9% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling