+331.4%
HIMS vs SAN
+356.8%
-25.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | -0.9% | +3.3% | -4.3% | -2.6% |
| 30D | -10.8% | +1.1% | -11.9% | -11.5% |
| 3M | +3.7% | +22.2% | -18.5% | -5.7% |
| 6M | +79.0% | +36.0% | +43.0% | +54.7% |
| YTD | -13.2% | +28.2% | -41.5% | -23.5% |
| 1Y | -43.3% | +54.1% | -97.4% | -54.2% |
| 3Y | +331.4% | +354.2% | -22.8% | +149.8% |
| All | +331.4% | +356.8% | -25.4% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling