+184.7%
HIMS vs SIMO
+843.7%
-659.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.6% |
| 7D | -2.7% | +14.5% | -17.2% | -6.6% |
| 30D | -12.2% | +20.4% | -32.6% | -17.4% |
| 3M | -3.7% | +7.1% | -10.9% | -8.8% |
| 6M | +25.9% | +129.2% | -103.3% | -11.1% |
| YTD | -14.1% | +201.9% | -216.0% | -46.4% |
| 1Y | -41.6% | +235.5% | -277.1% | -65.0% |
| 3Y | +327.3% | +463.8% | -136.6% | +113.2% |
| 5Y | +207.9% | +306.7% | -98.8% | +63.1% |
| All | +184.7% | +843.7% | -659.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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