+47.2%
HIMS vs SARO
-21.9%
+69.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.3% |
| 7D | -2.7% | +0.6% | -3.3% | -3.2% |
| 30D | -12.2% | -14.5% | +2.3% | -2.9% |
| 3M | -3.7% | -5.3% | +1.6% | -0.1% |
| 6M | +25.9% | -15.3% | +41.2% | +38.5% |
| YTD | -14.1% | -15.6% | +1.5% | -6.2% |
| 1Y | -41.6% | -9.1% | -32.5% | -40.1% |
| All | +47.2% | -21.9% | +69.1% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling