+180.0%
HIMS vs SE
+243.7%
-63.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -1.4% | -4.8% | +3.4% | +0.2% |
| 30D | -10.1% | -18.1% | +8.1% | -4.1% |
| 3M | -1.2% | +30.6% | -31.9% | -9.8% |
| 6M | +16.9% | +20.8% | -3.9% | +8.6% |
| YTD | -15.5% | -15.6% | +0.1% | -13.0% |
| 1Y | -42.6% | -44.2% | +1.6% | -32.6% |
| 3Y | +320.2% | +181.5% | +138.7% | +194.2% |
| 5Y | +215.0% | -66.9% | +282.0% | +256.2% |
| All | +180.0% | +243.7% | -63.7% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling