+112.3%
HIMS vs SAN
+271.1%
-158.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.0% |
| 7D | -21.9% | +3.4% | -25.3% | -23.1% |
| 30D | -32.1% | -6.3% | -25.8% | -31.1% |
| 3M | -31.8% | -14.1% | -17.7% | -29.0% |
| 6M | -28.6% | +4.2% | -32.7% | -29.8% |
| YTD | -35.9% | +9.0% | -45.0% | -38.1% |
| 1Y | -47.6% | +18.8% | -66.4% | -50.7% |
| 3Y | +205.6% | +252.0% | -46.4% | +114.0% |
| 5Y | +170.3% | +299.5% | -129.2% | +79.2% |
| All | +112.3% | +271.1% | -158.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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