+184.7%
HIMS vs SE
+247.0%
-62.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.4% |
| 7D | -2.7% | -3.6% | +0.9% | -1.6% |
| 30D | -12.2% | -5.3% | -6.9% | -11.2% |
| 3M | -3.7% | +28.1% | -31.8% | -11.5% |
| 6M | +25.9% | +20.7% | +5.2% | +16.9% |
| YTD | -14.1% | -14.8% | +0.7% | -11.8% |
| 1Y | -41.6% | -43.6% | +2.0% | -31.8% |
| 3Y | +327.3% | +184.2% | +143.0% | +198.2% |
| 5Y | +207.9% | -66.3% | +274.2% | +246.5% |
| All | +184.7% | +247.0% | -62.3% | +180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling