+331.4%
HIMS vs S
+13.8%
+317.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.7% |
| 7D | -0.9% | -5.8% | +4.9% | +1.7% |
| 30D | -10.8% | -9.2% | -1.6% | -7.8% |
| 3M | +3.7% | +23.4% | -19.7% | -8.7% |
| 6M | +79.0% | +36.9% | +42.0% | +47.4% |
| YTD | -13.2% | +29.5% | -42.8% | -27.3% |
| 1Y | -43.3% | +5.4% | -48.7% | -47.5% |
| 3Y | +331.4% | +14.7% | +316.7% | +272.4% |
| All | +331.4% | +13.8% | +317.6% | +272.4% |
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