+222.2%
HIMS vs SIMO
+269.6%
-47.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -3.0% |
| 7D | -3.9% | +4.2% | -8.1% | -5.2% |
| 30D | -12.4% | +4.1% | -16.5% | -14.8% |
| 3M | -1.1% | -12.9% | +11.8% | -0.4% |
| 6M | +68.4% | +110.3% | -41.9% | +17.8% |
| YTD | -14.7% | +178.6% | -193.2% | -48.8% |
| 1Y | -42.4% | +220.0% | -262.4% | -67.5% |
| 3Y | +304.5% | +409.0% | -104.5% | +86.3% |
| All | +222.2% | +269.6% | -47.4% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling