+327.3%
HIMS vs SMR
+81.4%
+245.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.1% |
| 7D | -2.7% | +13.1% | -15.8% | -6.3% |
| 30D | -12.2% | +17.8% | -29.9% | -16.3% |
| 3M | -3.7% | +8.1% | -11.8% | -6.0% |
| 6M | +25.9% | -11.1% | +37.0% | +27.4% |
| YTD | -14.1% | -23.7% | +9.6% | -11.4% |
| 1Y | -41.6% | -69.4% | +27.8% | -26.3% |
| All | +327.3% | +81.4% | +245.9% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling