+180.7%
HIMS vs SCCO
+655.8%
-475.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -0.7% | -2.7% | +1.9% | +0.2% |
| 30D | -8.2% | -0.7% | -7.5% | -7.7% |
| 3M | -4.7% | +8.1% | -12.8% | -7.4% |
| 6M | +6.3% | +4.1% | +2.2% | +3.7% |
| YTD | -15.3% | +41.1% | -56.4% | -27.4% |
| 1Y | -46.9% | +95.6% | -142.4% | -60.0% |
| 3Y | +321.3% | +179.3% | +142.0% | +182.8% |
| 5Y | +215.8% | +308.3% | -92.5% | +89.1% |
| All | +180.7% | +655.8% | -475.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling