+180.7%
HIMS vs SAN
+339.4%
-158.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.5% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -8.2% | +0.9% | -9.2% | -8.6% |
| 3M | -4.7% | +19.1% | -23.8% | -9.7% |
| 6M | +6.3% | +33.2% | -26.9% | -2.7% |
| YTD | -15.3% | +29.1% | -44.4% | -21.9% |
| 1Y | -46.9% | +50.2% | -97.1% | -53.3% |
| 3Y | +321.3% | +351.0% | -29.7% | +175.5% |
| 5Y | +215.8% | +394.7% | -178.8% | +98.8% |
| All | +180.7% | +339.4% | -158.7% | +75.3% |
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