+184.7%
HIMS vs SCCO
+717.4%
-532.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.7% | +2.4% | -5.2% | -3.7% |
| 30D | -12.2% | +6.4% | -18.6% | -13.9% |
| 3M | -3.7% | +21.6% | -25.3% | -10.5% |
| 6M | +25.9% | +13.4% | +12.5% | +18.8% |
| YTD | -14.1% | +52.6% | -66.7% | -28.5% |
| 1Y | -41.6% | +122.4% | -164.0% | -58.1% |
| 3Y | +327.3% | +208.5% | +118.8% | +176.8% |
| 5Y | +207.9% | +353.9% | -146.0% | +78.0% |
| All | +184.7% | +717.4% | -532.7% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling