+184.7%
HIMS vs SM
+331.2%
-146.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -12.2% | +20.3% | -32.5% | -13.2% |
| 3M | -3.7% | +22.9% | -26.6% | -5.4% |
| 6M | +25.9% | +47.8% | -21.9% | +21.3% |
| YTD | -14.1% | +107.5% | -121.5% | -19.6% |
| 1Y | -41.6% | +51.7% | -93.4% | -44.1% |
| 3Y | +327.3% | -0.9% | +328.1% | +318.2% |
| 5Y | +207.9% | +112.2% | +95.7% | +193.0% |
| All | +184.7% | +331.2% | -146.5% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling