+180.0%
HIMS vs SM
+333.4%
-153.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | -1.4% | +2.1% | -3.5% | -1.5% |
| 30D | -10.1% | +18.1% | -28.2% | -11.0% |
| 3M | -1.2% | +17.0% | -18.2% | -2.6% |
| 6M | +16.9% | +55.4% | -38.5% | +12.2% |
| YTD | -15.5% | +108.6% | -124.0% | -20.9% |
| 1Y | -42.6% | +45.7% | -88.2% | -44.9% |
| 3Y | +320.2% | -0.3% | +320.5% | +311.1% |
| 5Y | +215.0% | +113.0% | +102.0% | +199.6% |
| All | +180.0% | +333.4% | -153.4% | +157.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling