Well best option assuming he didn't want to be alive anymore. Conventionally most people would take continuing to live while losing money or having records removed from the record books.
So, even from a purely materialist point-of-view it's an unusual choice.
And if one is a Christian, well the old-school Catholic Church teaching was that suicide was a mortal sin, a grave sin against God's will and would result in spending eternity in Hell. And to back this up suicides were not allowed a full Catholic burial, and some were even not allowed in the Catholic cemetery.
Of course, he may not have had any religious beliefs, or been part of some other religious tradition that is OK with suicide. (Not sure what that would be - perhaps Shinto, but he wasn't Japanese so he can't be Shinto because it's an ethnic religion not open to converts.)
Not so fast, what is conventional in our minds is apparently not conventionally with a lot of people. Suicides are up substantially, if you believe the reports. Committing Seppuku was not a Shinto thing. It was a Bushi thing. Historically many men have chosen to “fall on their swords.” Warriors have bravely fought knowing they would be killed often in a futile gestures. Or failing to be killed took their own lives to prevent falling in enemy hands and to die on a field of honor. When someone's entire life, ones entire identity and ones reputation are about to be destroyed, historically suicide was an option. A Bushi would take his life in a horrific manner to retain his honor thereby ensuring his family's honor would be retained. In doing so his families lands and fortune remained intact. Only a high ranking Bushi would commit seppuku. Was Aaron Hernandez's suicide any different? Someone had to have told Hernandez at some point, if he dies during appeal in MA he will be considered effectively innocent of the charges.
Although I will fight for every breath in this life, suicide, wrongly I may add, has been come a legit option for very many people today.