+320.2%
HIMS vs SCCO
+178.0%
+142.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.2% | +5.6% | +2.1% |
| 7D | -1.4% | -2.7% | +1.3% | -0.2% |
| 30D | -10.1% | -0.2% | -9.9% | -9.7% |
| 3M | -1.2% | +17.8% | -19.0% | -9.0% |
| 6M | +16.9% | +2.3% | +14.7% | +13.7% |
| YTD | -15.5% | +41.6% | -57.1% | -33.2% |
| 1Y | -42.6% | +101.9% | -144.5% | -63.7% |
| All | +320.2% | +178.0% | +142.2% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling