+290.7%
HIMS vs SMR
-53.6%
+344.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.9% |
| 7D | -24.1% | -8.3% | -15.8% | -22.4% |
| 30D | -28.8% | -20.1% | -8.8% | -24.6% |
| 3M | -31.4% | -52.7% | +21.3% | -17.2% |
| 6M | -18.3% | -61.0% | +42.8% | +2.8% |
| YTD | -39.2% | -67.1% | +27.9% | -22.4% |
| 1Y | -45.3% | -79.9% | +34.6% | -21.7% |
| 3Y | +181.9% | +101.7% | +80.1% | +114.9% |
| All | +290.7% | -53.6% | +344.3% | +215.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling