+184.7%
HIMS vs SAP
+95.5%
+89.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.5% |
| 7D | -2.7% | -0.3% | -2.5% | -2.7% |
| 30D | -12.2% | +0.3% | -12.5% | -12.3% |
| 3M | -3.7% | +16.9% | -20.6% | -11.0% |
| 6M | +25.9% | +6.3% | +19.6% | +21.2% |
| YTD | -14.1% | -12.4% | -1.7% | -11.4% |
| 1Y | -41.6% | -21.6% | -20.0% | -36.3% |
| 3Y | +327.3% | +54.8% | +272.5% | +243.6% |
| 5Y | +207.9% | +56.2% | +151.8% | +131.2% |
| All | +184.7% | +95.5% | +89.2% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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