+141.5%
HIMS vs SHEL
+164.9%
-23.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -24.1% | +0.8% | -24.9% | -24.2% |
| 30D | -28.8% | -3.6% | -25.2% | -28.4% |
| 3M | -31.4% | +12.0% | -43.5% | -32.9% |
| 6M | -18.3% | +19.7% | -38.0% | -21.7% |
| YTD | -39.2% | +39.6% | -78.9% | -44.7% |
| 1Y | -45.3% | +36.4% | -81.7% | -49.8% |
| 3Y | +181.9% | +70.2% | +111.7% | +143.3% |
| All | +141.5% | +164.9% | -23.5% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling