-37.7%
HIMS vs SHEL
+43.6%
-81.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +6.0% | +2.5% |
| 7D | -9.1% | -3.2% | -5.9% | -10.5% |
| 30D | -10.1% | +5.5% | -15.7% | -6.7% |
| 3M | -17.1% | +14.4% | -31.5% | -9.7% |
| 6M | -2.2% | +16.2% | -18.4% | +11.2% |
| YTD | -17.9% | +42.4% | -60.3% | -3.8% |
| 1Y | -37.7% | +43.3% | -81.0% | -27.2% |
| All | -37.7% | +43.6% | -81.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1y: compounded portfolio wealth divided by compounded SHEL 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…
1y analysis · Full analysis span regression · 6 months rolling