+156.2%
HIMS vs S
-57.7%
+213.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | -12.2% | -12.6% | +0.4% | -8.1% |
| 3M | -3.7% | +27.6% | -31.3% | -14.3% |
| 6M | +25.9% | +35.5% | -9.6% | +8.4% |
| YTD | -14.1% | +29.6% | -43.7% | -25.3% |
| 1Y | -41.6% | +8.1% | -49.7% | -45.7% |
| 3Y | +327.3% | +14.8% | +312.5% | +280.8% |
| 5Y | +207.9% | -70.6% | +278.5% | +275.8% |
| All | +156.2% | -57.7% | +213.9% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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