+101.3%
HIMS vs SAN
+263.1%
-161.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -24.1% | +4.0% | -28.1% | -25.3% |
| 30D | -28.8% | -7.8% | -21.0% | -27.4% |
| 3M | -31.4% | -16.4% | -15.1% | -27.9% |
| 6M | -18.3% | +3.5% | -21.8% | -19.6% |
| YTD | -39.2% | +6.7% | -45.9% | -40.9% |
| 1Y | -45.3% | +14.5% | -59.8% | -47.9% |
| 3Y | +181.9% | +243.5% | -61.7% | +98.9% |
| 5Y | +166.6% | +296.2% | -129.6% | +77.7% |
| All | +101.3% | +263.1% | -161.8% | +32.7% |
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