+314.0%
HIMS vs SIMO
+214.6%
+99.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.2% | +3.9% | +6.8% |
| 7D | -6.1% | -22.0% | +15.9% | +0.7% |
| 30D | -12.0% | -43.0% | +31.1% | +2.6% |
| 3M | -12.3% | -39.1% | +26.8% | -1.8% |
| 6M | -3.3% | -33.3% | +30.0% | +1.4% |
| YTD | -19.9% | +77.0% | -96.9% | -51.3% |
| 1Y | -37.4% | +73.0% | -110.4% | -61.5% |
| 3Y | +314.0% | +215.7% | +98.3% | +64.4% |
| All | +314.0% | +214.6% | +99.4% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling