+101.3%
HIMS vs SIMO
+477.6%
-376.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.6% |
| 7D | -24.1% | +4.1% | -28.2% | -25.1% |
| 30D | -28.8% | -24.0% | -4.9% | -23.8% |
| 3M | -31.4% | -31.8% | +0.3% | -25.7% |
| 6M | -18.3% | -36.9% | +18.6% | -12.3% |
| YTD | -39.2% | +84.8% | -124.1% | -57.3% |
| 1Y | -45.3% | +99.0% | -144.3% | -62.7% |
| 3Y | +181.9% | +217.9% | -36.1% | +61.9% |
| 5Y | +166.6% | +171.5% | -4.8% | +55.8% |
| All | +101.3% | +477.6% | -376.3% | +10.5% |
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