-37.7%
HIMS vs SMTC
+70.8%
-108.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -12.9% | +16.7% | +7.1% |
| 7D | -9.1% | -24.5% | +15.4% | -2.5% |
| 30D | -10.1% | -42.5% | +32.3% | +3.3% |
| 3M | -17.1% | -14.1% | -3.0% | -19.1% |
| 6M | -2.2% | +3.6% | -5.8% | -21.2% |
| YTD | -17.9% | +50.6% | -68.5% | -46.1% |
| 1Y | -37.7% | +72.2% | -109.9% | -63.2% |
| All | -37.7% | +70.8% | -108.5% | -63.2% |
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