+45.2%
HIMS vs SARO
-22.5%
+67.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.8% |
| 7D | -0.7% | -3.1% | +2.4% | +1.3% |
| 30D | -8.2% | -12.2% | +4.0% | -0.4% |
| 3M | -4.7% | -7.4% | +2.6% | +0.3% |
| 6M | +6.3% | -15.3% | +21.6% | +16.9% |
| YTD | -15.3% | -16.2% | +0.9% | -7.1% |
| 1Y | -46.9% | -12.1% | -34.7% | -44.0% |
| All | +45.2% | -22.5% | +67.6% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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