+180.7%
HIMS vs AIG
+58.1%
+122.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -0.7% | -1.2% | +0.4% | -0.5% |
| 30D | -8.2% | -1.1% | -7.1% | -8.1% |
| 3M | -4.7% | +0.7% | -5.4% | -5.2% |
| 6M | +6.3% | -2.2% | +8.5% | +6.3% |
| YTD | -15.3% | -10.8% | -4.4% | -13.9% |
| 1Y | -46.9% | -2.0% | -44.8% | -47.2% |
| 3Y | +321.3% | +34.8% | +286.5% | +292.6% |
| 5Y | +215.8% | +55.0% | +160.8% | +188.7% |
| All | +180.7% | +58.1% | +122.7% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling