+184.7%
HIMS vs SHAK
-36.7%
+221.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.6% | +1.0% |
| 7D | -2.7% | -7.2% | +4.5% | -0.6% |
| 30D | -12.2% | -11.8% | -0.4% | -8.8% |
| 3M | -3.7% | +17.2% | -20.9% | -8.7% |
| 6M | +25.9% | -34.1% | +60.0% | +39.4% |
| YTD | -14.1% | -22.4% | +8.3% | -9.8% |
| 1Y | -41.6% | -35.9% | -5.7% | -35.4% |
| 3Y | +327.3% | -3.4% | +330.6% | +320.7% |
| 5Y | +207.9% | -25.4% | +233.4% | +197.3% |
| All | +184.7% | -36.7% | +221.4% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling