+181.2%
HIMS vs SHW
+13.8%
+167.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.7% |
| 7D | -21.9% | -2.1% | -19.8% | -21.0% |
| 30D | -32.1% | +11.1% | -43.2% | -36.8% |
| 3M | -31.8% | -2.2% | -29.6% | -31.5% |
| 6M | -28.6% | +14.3% | -42.9% | -35.3% |
| YTD | -35.9% | +10.6% | -46.5% | -41.5% |
| 1Y | -47.6% | +4.1% | -51.7% | -50.3% |
| 3Y | +205.6% | +42.9% | +162.7% | +136.0% |
| All | +181.2% | +13.8% | +167.4% | +118.1% |
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