+180.7%
HIMS vs SHW
+92.6%
+88.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | -0.5% |
| 7D | -0.7% | -3.1% | +2.4% | +0.5% |
| 30D | -8.2% | -10.0% | +1.8% | -4.1% |
| 3M | -4.7% | +2.3% | -7.0% | -5.6% |
| 6M | +6.3% | +0.7% | +5.6% | +5.9% |
| YTD | -15.3% | +0.5% | -15.8% | -16.2% |
| 1Y | -46.9% | -11.5% | -35.4% | -44.8% |
| 3Y | +321.3% | +21.3% | +300.0% | +293.4% |
| 5Y | +215.8% | +12.5% | +203.3% | +188.1% |
| All | +180.7% | +92.6% | +88.1% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling