+327.3%
HIMS vs AIG
+33.4%
+293.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | -12.2% | -3.3% | -8.9% | -11.8% |
| 3M | -3.7% | +2.2% | -5.9% | -4.7% |
| 6M | +25.9% | -2.1% | +28.0% | +25.8% |
| YTD | -14.1% | -11.2% | -2.9% | -12.1% |
| 1Y | -41.6% | -2.1% | -39.5% | -42.4% |
| All | +327.3% | +33.4% | +293.9% | +298.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling