+320.2%
HIMS vs SHEL
+69.1%
+251.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -1.4% | +3.9% | -5.3% | -1.9% |
| 30D | -10.1% | +7.0% | -17.0% | -11.0% |
| 3M | -1.2% | +12.5% | -13.7% | -3.0% |
| 6M | +16.9% | +14.8% | +2.1% | +12.9% |
| YTD | -15.5% | +34.2% | -49.7% | -23.7% |
| 1Y | -42.6% | +37.0% | -79.6% | -48.7% |
| All | +320.2% | +69.1% | +251.1% | +252.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling