+182.8%
HIMS vs SFM
+313.2%
-130.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.8% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -12.4% | -4.4% | -8.1% | -12.1% |
| 3M | -1.1% | +1.5% | -2.6% | -1.8% |
| 6M | +68.4% | +6.5% | +62.0% | +64.0% |
| YTD | -14.7% | +2.2% | -16.8% | -16.5% |
| 1Y | -42.4% | -41.9% | -0.5% | -37.9% |
| 3Y | +304.5% | +106.8% | +197.8% | +336.4% |
| 5Y | +237.5% | +231.6% | +5.9% | +269.0% |
| All | +182.8% | +313.2% | -130.4% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling