+184.7%
HIMS vs SBAC
-16.0%
+200.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -12.2% | +3.9% | -16.0% | -12.8% |
| 3M | -3.7% | -8.2% | +4.5% | -2.7% |
| 6M | +25.9% | -2.8% | +28.7% | +25.3% |
| YTD | -14.1% | -1.5% | -12.5% | -15.1% |
| 1Y | -41.6% | 0.0% | -41.6% | -42.5% |
| 3Y | +327.3% | -8.4% | +335.7% | +321.3% |
| 5Y | +207.9% | -43.5% | +251.5% | +239.9% |
| All | +184.7% | -16.0% | +200.7% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling