+187.4%
HIMS vs AIG
+56.7%
+130.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | -0.9% | -1.6% | +0.6% | -0.7% |
| 30D | -10.8% | -5.2% | -5.6% | -10.0% |
| 3M | +3.7% | +1.5% | +2.2% | +3.0% |
| 6M | +79.0% | -3.9% | +82.9% | +79.4% |
| YTD | -13.2% | -11.6% | -1.6% | -11.7% |
| 1Y | -43.3% | -2.9% | -40.3% | -43.5% |
| 3Y | +331.4% | +33.7% | +297.7% | +302.7% |
| 5Y | +230.2% | +52.7% | +177.6% | +202.5% |
| All | +187.4% | +56.7% | +130.8% | +156.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling