+180.7%
HIMS vs SHAK
-36.0%
+216.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.7% |
| 7D | -0.7% | -8.3% | +7.6% | +1.8% |
| 30D | -8.2% | -12.6% | +4.4% | -4.4% |
| 3M | -4.7% | +9.1% | -13.8% | -7.6% |
| 6M | +6.3% | -31.2% | +37.5% | +16.2% |
| YTD | -15.3% | -21.6% | +6.3% | -11.3% |
| 1Y | -46.9% | -38.8% | -8.1% | -40.4% |
| 3Y | +321.3% | +0.6% | +320.7% | +310.5% |
| 5Y | +215.8% | -22.5% | +238.4% | +203.7% |
| All | +180.7% | -36.0% | +216.8% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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