+101.3%
HIMS vs SMTC
+136.3%
-34.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.2% |
| 7D | -24.1% | +11.0% | -35.1% | -26.8% |
| 30D | -28.8% | -28.5% | -0.3% | -23.1% |
| 3M | -31.4% | -14.2% | -17.2% | -31.7% |
| 6M | -18.3% | -18.0% | -0.3% | -20.0% |
| YTD | -39.2% | +55.5% | -94.7% | -51.9% |
| 1Y | -45.3% | +69.5% | -114.8% | -57.9% |
| 3Y | +181.9% | +699.7% | -517.8% | +29.4% |
| 5Y | +166.6% | +27.4% | +139.2% | +87.8% |
| All | +101.3% | +136.3% | -34.9% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling