+210.9%
HIMS vs SHW
+16.0%
+194.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +3.1% |
| 7D | -0.9% | -1.2% | +0.2% | -0.3% |
| 30D | -10.8% | -11.6% | +0.8% | -3.8% |
| 3M | +3.7% | +9.1% | -5.4% | -1.9% |
| 6M | +79.0% | -0.7% | +79.6% | +78.9% |
| YTD | -13.2% | +1.4% | -14.6% | -15.6% |
| 1Y | -43.3% | -12.3% | -31.0% | -39.5% |
| 3Y | +331.4% | +23.4% | +308.0% | +269.9% |
| All | +210.9% | +16.0% | +194.9% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling