+331.4%
HIMS vs SMTC
+556.3%
-224.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.0% | -8.3% | -1.5% |
| 7D | -0.9% | +22.9% | -23.9% | -7.6% |
| 30D | -10.8% | +16.6% | -27.5% | -16.4% |
| 3M | +3.7% | +2.4% | +1.3% | -0.7% |
| 6M | +79.0% | +98.3% | -19.3% | +34.6% |
| YTD | -13.2% | +120.7% | -133.9% | -37.4% |
| 1Y | -43.3% | +168.3% | -211.5% | -61.7% |
| 3Y | +331.4% | +571.7% | -240.3% | +103.1% |
| All | +331.4% | +556.3% | -224.9% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling