+112.3%
HIMS vs SFM
+156.6%
-44.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +8.4% |
| 7D | -21.9% | -7.1% | -14.9% | -21.3% |
| 30D | -32.1% | -21.4% | -10.7% | -30.4% |
| 3M | -31.8% | -40.1% | +8.3% | -27.8% |
| 6M | -28.6% | -38.0% | +9.4% | -25.4% |
| YTD | -35.9% | -36.5% | +0.6% | -33.8% |
| 1Y | -47.6% | -35.2% | -12.5% | -46.2% |
| 3Y | +205.6% | +23.5% | +182.1% | +248.0% |
| 5Y | +170.3% | +109.7% | +60.6% | +212.5% |
| All | +112.3% | +156.6% | -44.3% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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