+101.3%
HIMS vs SBAC
-16.1%
+117.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.4% | -4.9% |
| 7D | -18.0% | -3.4% | -14.6% | -17.6% |
| 30D | -33.6% | +2.6% | -36.2% | -33.9% |
| 3M | -34.2% | +2.6% | -36.8% | -34.6% |
| 6M | -21.2% | -11.5% | -9.7% | -20.0% |
| YTD | -39.2% | -1.6% | -37.6% | -40.0% |
| 1Y | -49.4% | -5.1% | -44.3% | -49.6% |
| 3Y | +189.7% | -9.3% | +199.1% | +186.2% |
| 5Y | +166.6% | -41.0% | +207.6% | +193.2% |
| All | +101.3% | -16.1% | +117.4% | +115.4% |
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 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