+101.3%
HIMS vs SGI
+226.0%
-124.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -24.1% | -5.3% | -18.8% | -22.7% |
| 30D | -28.8% | -2.1% | -26.8% | -28.5% |
| 3M | -31.4% | -8.2% | -23.2% | -29.8% |
| 6M | -18.3% | -4.6% | -13.7% | -17.3% |
| YTD | -39.2% | -31.5% | -7.8% | -32.7% |
| 1Y | -45.3% | -30.8% | -14.4% | -39.6% |
| 3Y | +181.9% | +67.2% | +114.6% | +149.6% |
| 5Y | +166.6% | +42.5% | +124.1% | +128.5% |
| All | +101.3% | +226.0% | -124.7% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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