+230.2%
HIMS vs SE
-67.4%
+297.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -0.9% | +0.6% | -1.6% | -1.2% |
| 30D | -10.8% | -0.1% | -10.7% | -11.4% |
| 3M | +3.7% | +34.1% | -30.5% | -7.3% |
| 6M | +79.0% | +23.2% | +55.8% | +62.9% |
| YTD | -13.2% | -11.2% | -2.1% | -12.1% |
| 1Y | -43.3% | -40.5% | -2.7% | -33.5% |
| 3Y | +331.4% | +196.3% | +135.1% | +180.5% |
| 5Y | +230.2% | -67.0% | +297.3% | +376.7% |
| All | +230.2% | -67.4% | +297.7% | +376.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling