+95.2%
HIMS vs SAP
+118.5%
-23.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -16.0% |
| 7D | -25.6% | +1.5% | -27.1% | -26.2% |
| 30D | -38.1% | +8.8% | -47.0% | -40.5% |
| 3M | -39.8% | +12.1% | -51.9% | -42.8% |
| 6M | -32.3% | +34.6% | -66.9% | -41.6% |
| YTD | -41.1% | -2.1% | -39.0% | -42.2% |
| 1Y | -53.4% | -5.5% | -47.9% | -53.4% |
| 3Y | +180.9% | +67.4% | +113.5% | +117.9% |
| 5Y | +138.5% | +74.6% | +64.0% | +70.3% |
| All | +95.2% | +118.5% | -23.3% | +35.6% |
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