+187.4%
HIMS vs SHEL
+120.5%
+67.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +1.4% |
| 7D | -0.9% | +1.9% | -2.9% | -1.2% |
| 30D | -10.8% | +8.7% | -19.5% | -11.6% |
| 3M | +3.7% | +11.0% | -7.3% | +2.2% |
| 6M | +79.0% | +14.6% | +64.4% | +75.4% |
| YTD | -13.2% | +33.3% | -46.5% | -16.9% |
| 1Y | -43.3% | +37.9% | -81.1% | -46.0% |
| 3Y | +331.4% | +69.7% | +261.6% | +300.8% |
| 5Y | +230.2% | +190.2% | +40.1% | +193.4% |
| All | +187.4% | +120.5% | +67.0% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling