+197.3%
HIMS vs SBAC
-6.8%
+204.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +8.7% |
| 7D | -21.9% | -2.8% | -19.2% | -22.0% |
| 30D | -32.1% | +3.1% | -35.2% | -32.0% |
| 3M | -31.8% | +5.1% | -36.9% | -31.7% |
| 6M | -28.6% | -11.4% | -17.2% | -28.4% |
| YTD | -35.9% | +0.2% | -36.1% | -35.5% |
| 1Y | -47.6% | -3.9% | -43.7% | -47.2% |
| All | +197.3% | -6.8% | +204.1% | +222.4% |
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