+91.1%
HIMS vs S
-48.3%
+139.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +8.2% |
| 7D | -21.9% | +1.2% | -23.2% | -22.6% |
| 30D | -32.1% | -7.3% | -24.8% | -30.3% |
| 3M | -31.8% | +5.9% | -37.7% | -34.6% |
| 6M | -28.6% | +45.6% | -74.2% | -40.8% |
| YTD | -35.9% | +58.5% | -94.4% | -49.2% |
| 1Y | -47.6% | +37.6% | -85.3% | -56.3% |
| 3Y | +205.6% | +51.7% | +153.9% | +142.0% |
| 5Y | +170.3% | -67.5% | +237.8% | +210.3% |
| All | +91.1% | -48.3% | +139.4% | +92.3% |
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