+180.7%
HIMS vs SMTC
+244.8%
-64.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.3% |
| 7D | -0.7% | +13.1% | -13.8% | -4.6% |
| 30D | -8.2% | +19.5% | -27.7% | -14.2% |
| 3M | -4.7% | +2.2% | -7.0% | -8.5% |
| 6M | +6.3% | +94.9% | -88.6% | -18.2% |
| YTD | -15.3% | +127.0% | -142.2% | -38.0% |
| 1Y | -46.9% | +174.6% | -221.4% | -63.5% |
| 3Y | +321.3% | +615.9% | -294.6% | +100.3% |
| 5Y | +215.8% | +125.6% | +90.2% | +100.5% |
| All | +180.7% | +244.8% | -64.1% | +74.1% |
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