+154.5%
HIMS vs S
-56.8%
+211.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -3.9% | -7.7% | +3.8% | -0.9% |
| 30D | -12.4% | -5.3% | -7.1% | -11.2% |
| 3M | -1.1% | +20.3% | -21.3% | -9.8% |
| 6M | +68.4% | +47.4% | +21.1% | +40.3% |
| YTD | -14.7% | +32.5% | -47.2% | -26.4% |
| 1Y | -42.4% | +9.5% | -51.9% | -46.7% |
| 3Y | +304.5% | +15.5% | +289.0% | +259.3% |
| 5Y | +237.5% | -71.2% | +308.7% | +312.5% |
| All | +154.5% | -56.8% | +211.2% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling