+246.0%
HIMS vs S
+49.1%
+196.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +8.0% | -19.8% | -15.4% |
| 7D | -9.1% | +1.6% | -10.7% | -10.1% |
| 30D | -25.8% | -10.5% | -15.3% | -22.4% |
| 3M | -27.4% | +9.9% | -37.3% | -32.2% |
| 6M | -18.9% | +41.8% | -60.6% | -34.4% |
| YTD | -29.4% | +56.8% | -86.2% | -46.5% |
| 1Y | -44.1% | +39.0% | -83.1% | -55.3% |
| 3Y | +246.0% | +53.8% | +192.2% | +215.2% |
| All | +246.0% | +49.1% | +196.9% | +215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling