-37.7%
HIMS vs SBAC
+2.4%
-40.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +4.4% |
| 7D | -9.1% | +5.8% | -14.9% | -8.5% |
| 30D | -10.1% | +20.8% | -30.9% | -7.7% |
| 3M | -17.1% | +4.8% | -21.9% | -17.2% |
| 6M | -2.2% | -9.1% | +6.9% | -2.0% |
| YTD | -17.9% | +3.1% | -21.0% | -15.2% |
| 1Y | -37.7% | +2.2% | -39.9% | -35.0% |
| All | -37.7% | +2.4% | -40.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling