+182.8%
HIMS vs SBAC
-14.8%
+197.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -3.9% | -0.8% | -3.1% | -3.8% |
| 30D | -12.4% | +6.9% | -19.4% | -13.5% |
| 3M | -1.1% | -8.2% | +7.2% | 0.0% |
| 6M | +68.4% | -1.6% | +70.1% | +67.3% |
| YTD | -14.7% | -0.1% | -14.5% | -15.9% |
| 1Y | -42.4% | -0.5% | -41.9% | -43.1% |
| 3Y | +304.5% | -9.1% | +313.6% | +300.4% |
| 5Y | +237.5% | -43.8% | +281.3% | +272.0% |
| All | +182.8% | -14.8% | +197.5% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling