+177.3%
HIMS vs SITM
+4,789.7%
-4,612.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.3% | -1.2% |
| 7D | -0.7% | +3.9% | -4.6% | -1.8% |
| 30D | -8.2% | -6.6% | -1.6% | -7.1% |
| 3M | -4.7% | -11.9% | +7.2% | -4.1% |
| 6M | +6.3% | +81.1% | -74.8% | -13.1% |
| YTD | -15.3% | +80.0% | -95.3% | -31.2% |
| 1Y | -46.9% | +145.8% | -192.7% | -60.8% |
| 3Y | +321.3% | +475.9% | -154.6% | +138.5% |
| 5Y | +215.8% | +189.2% | +26.6% | +92.1% |
| All | +177.3% | +4,789.7% | -4,612.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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