+182.8%
HIMS vs SM
+313.7%
-130.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -12.4% | +26.3% | -38.8% | -13.8% |
| 3M | -1.1% | +8.7% | -9.7% | -2.0% |
| 6M | +68.4% | +51.7% | +16.8% | +61.9% |
| YTD | -14.7% | +99.0% | -113.7% | -19.9% |
| 1Y | -42.4% | +34.6% | -77.0% | -44.4% |
| 3Y | +304.5% | -7.8% | +312.3% | +297.6% |
| 5Y | +237.5% | +104.8% | +132.7% | +221.9% |
| All | +182.8% | +313.7% | -130.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling