+180.0%
HIMS vs SFM
+266.5%
-86.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -1.4% | -8.8% | +7.4% | -0.2% |
| 30D | -10.1% | -14.5% | +4.4% | -8.4% |
| 3M | -1.2% | -16.8% | +15.6% | +0.7% |
| 6M | +16.9% | -5.3% | +22.3% | +15.9% |
| YTD | -15.5% | -9.4% | -6.1% | -16.0% |
| 1Y | -42.6% | -46.2% | +3.6% | -37.6% |
| 3Y | +320.2% | +81.3% | +238.9% | +360.3% |
| 5Y | +215.0% | +211.9% | +3.2% | +251.1% |
| All | +180.0% | +266.5% | -86.5% | +210.2% |
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