+112.3%
HIMS vs SE
+136.2%
-23.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.7% | +12.4% | +10.0% |
| 7D | -21.9% | -7.7% | -14.2% | -19.9% |
| 30D | -32.1% | -22.8% | -9.3% | -26.4% |
| 3M | -31.8% | -43.7% | +11.9% | -18.1% |
| 6M | -28.6% | -12.8% | -15.8% | -26.6% |
| YTD | -35.9% | -42.0% | +6.1% | -25.7% |
| 1Y | -47.6% | -48.0% | +0.4% | -37.1% |
| 3Y | +205.6% | +62.7% | +142.9% | +154.8% |
| 5Y | +170.3% | -77.8% | +248.1% | +245.5% |
| All | +112.3% | +136.2% | -23.8% | +136.7% |
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