+320.2%
HIMS vs SEI
+560.9%
-240.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | -0.5% |
| 7D | -1.4% | +20.7% | -22.0% | -5.8% |
| 30D | -10.1% | +9.1% | -19.2% | -12.5% |
| 3M | -1.2% | -6.0% | +4.8% | -1.5% |
| 6M | +16.9% | +18.9% | -2.0% | +10.4% |
| YTD | -15.5% | +40.1% | -55.6% | -23.5% |
| 1Y | -42.6% | +120.6% | -163.2% | -52.1% |
| All | +320.2% | +560.9% | -240.7% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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