+331.4%
HIMS vs SBAC
-9.5%
+340.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.6% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | -10.8% | +3.2% | -14.1% | -10.7% |
| 3M | +3.7% | -5.1% | +8.7% | +4.2% |
| 6M | +79.0% | -2.1% | +81.1% | +80.1% |
| YTD | -13.2% | -0.5% | -12.7% | -12.7% |
| 1Y | -43.3% | +1.1% | -44.4% | -42.9% |
| 3Y | +331.4% | -7.4% | +338.8% | +352.6% |
| All | +331.4% | -9.5% | +340.9% | +352.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling