+444.8%
HIMS vs SMR
-14.3%
+459.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.7% | +15.9% | +4.5% |
| 7D | -0.7% | -11.2% | +10.5% | +1.7% |
| 30D | -8.2% | -10.2% | +2.0% | -6.1% |
| 3M | -4.7% | -10.0% | +5.3% | -2.6% |
| 6M | +6.3% | -30.5% | +36.8% | +14.2% |
| YTD | -15.3% | -39.2% | +24.0% | -7.6% |
| 1Y | -46.9% | -75.5% | +28.7% | -29.1% |
| 3Y | +321.3% | +45.4% | +275.8% | +215.8% |
| All | +444.8% | -14.3% | +459.1% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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