+207.9%
HIMS vs SAN
+384.1%
-176.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | -12.2% | -0.1% | -12.1% | -12.3% |
| 3M | -3.7% | +19.6% | -23.4% | -11.8% |
| 6M | +25.9% | +32.7% | -6.8% | +9.4% |
| YTD | -14.1% | +26.7% | -40.8% | -24.0% |
| 1Y | -41.6% | +51.6% | -93.3% | -53.0% |
| 3Y | +327.3% | +348.7% | -21.5% | +103.8% |
| 5Y | +207.9% | +378.7% | -170.8% | +38.7% |
| All | +207.9% | +384.1% | -176.1% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling