+25.9%
HIMS vs SHAK
-32.1%
+58.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.6% | +1.1% |
| 7D | -2.7% | -7.2% | +4.5% | -0.6% |
| 30D | -12.2% | -11.8% | -0.4% | -8.7% |
| 3M | -3.7% | +17.2% | -20.9% | -8.2% |
| 6M | +25.9% | -34.1% | +60.0% | +41.2% |
| All | +25.9% | -32.1% | +58.0% | +41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling