-42.4%
HIMS vs SMTC
+154.8%
-197.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -3.5% |
| 7D | -3.9% | +12.7% | -16.7% | -7.9% |
| 30D | -12.4% | +22.0% | -34.4% | -20.2% |
| 3M | -1.1% | -12.7% | +11.6% | -0.1% |
| 6M | +68.4% | +64.8% | +3.7% | +19.1% |
| YTD | -14.7% | +100.7% | -115.4% | -44.0% |
| 1Y | -42.4% | +146.9% | -189.3% | -60.8% |
| All | -42.4% | +154.8% | -197.2% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling