+210.1%
HIMS vs SHAK
-22.8%
+232.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -1.2% |
| 7D | -0.7% | -8.3% | +7.6% | +3.1% |
| 30D | -8.2% | -12.6% | +4.4% | -2.5% |
| 3M | -4.7% | +9.1% | -13.8% | -9.4% |
| 6M | +6.3% | -31.2% | +37.5% | +21.1% |
| YTD | -15.3% | -21.6% | +6.3% | -10.3% |
| 1Y | -46.9% | -38.8% | -8.1% | -37.0% |
| 3Y | +321.3% | +0.6% | +320.7% | +267.5% |
| All | +210.1% | -22.8% | +232.9% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling