+230.2%
HIMS vs SFM
+219.5%
+10.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +3.0% |
| 7D | -0.9% | -5.8% | +4.9% | +0.2% |
| 30D | -10.8% | -11.4% | +0.5% | -8.8% |
| 3M | +3.7% | -12.2% | +15.9% | +5.7% |
| 6M | +79.0% | -5.2% | +84.1% | +76.2% |
| YTD | -13.2% | -4.5% | -8.8% | -15.2% |
| 1Y | -43.3% | -45.4% | +2.1% | -34.6% |
| 3Y | +331.4% | +91.1% | +240.3% | +360.7% |
| 5Y | +230.2% | +226.8% | +3.5% | +224.1% |
| All | +230.2% | +219.5% | +10.7% | +224.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling