+230.2%
HIMS vs SBAC
-43.9%
+274.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -0.9% | -0.1% | -0.9% | -1.0% |
| 30D | -10.8% | +3.2% | -14.1% | -11.5% |
| 3M | +3.7% | -5.1% | +8.7% | +4.3% |
| 6M | +79.0% | -2.1% | +81.1% | +77.6% |
| YTD | -13.2% | -0.5% | -12.7% | -14.8% |
| 1Y | -43.3% | +1.1% | -44.4% | -44.5% |
| 3Y | +331.4% | -7.4% | +338.8% | +318.7% |
| 5Y | +230.2% | -44.3% | +274.6% | +299.5% |
| All | +230.2% | -43.9% | +274.2% | +299.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling