-37.7%
HIMS vs SM
+70.4%
-108.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.3% | +19.0% | -0.5% |
| 7D | -9.1% | -21.5% | +12.4% | -14.7% |
| 30D | -10.1% | -11.4% | +1.2% | -12.2% |
| 3M | -17.1% | +0.6% | -17.7% | -15.2% |
| 6M | -2.2% | +0.2% | -2.5% | +2.7% |
| YTD | -17.9% | +69.7% | -87.6% | -5.0% |
| 1Y | -37.7% | +71.6% | -109.3% | -28.2% |
| All | -37.7% | +70.4% | -108.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling