+181.9%
HIMS vs SM
-3.9%
+185.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -24.1% | +9.4% | -33.5% | -25.1% |
| 30D | -28.8% | -14.4% | -14.5% | -27.5% |
| 3M | -31.4% | +1.6% | -33.0% | -32.3% |
| 6M | -18.3% | +6.3% | -24.6% | -21.2% |
| YTD | -39.2% | +78.8% | -118.0% | -52.2% |
| 1Y | -45.3% | +83.1% | -128.4% | -57.5% |
| 3Y | +181.9% | -5.9% | +187.8% | +160.9% |
| All | +181.9% | -3.9% | +185.8% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling