+457.8%
HIMS vs SMR
+11.2%
+446.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.3% | -13.6% | -2.5% |
| 7D | -0.9% | +21.4% | -22.3% | -6.3% |
| 30D | -10.8% | +13.8% | -24.7% | -14.2% |
| 3M | +3.7% | +3.9% | -0.2% | +2.1% |
| 6M | +79.0% | -4.2% | +83.2% | +78.2% |
| YTD | -13.2% | -21.1% | +7.9% | -11.3% |
| 1Y | -43.3% | -67.1% | +23.8% | -29.7% |
| 3Y | +331.4% | +88.9% | +242.5% | +203.0% |
| All | +457.8% | +11.2% | +446.6% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling