+180.9%
HIMS vs SE
+74.0%
+107.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -16.0% |
| 7D | -25.6% | 0.0% | -25.6% | -25.5% |
| 30D | -38.1% | -19.4% | -18.8% | -33.0% |
| 3M | -39.8% | -33.1% | -6.7% | -30.5% |
| 6M | -32.3% | -11.4% | -20.9% | -30.5% |
| YTD | -41.1% | -39.8% | -1.3% | -30.3% |
| 1Y | -53.4% | -50.5% | -2.9% | -40.3% |
| 3Y | +180.9% | +68.9% | +112.0% | +189.1% |
| All | +180.9% | +74.0% | +107.0% | +189.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling