+182.8%
HIMS vs SMTC
+204.9%
-22.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -3.2% |
| 7D | -3.9% | +12.7% | -16.7% | -7.6% |
| 30D | -12.4% | +22.0% | -34.4% | -19.2% |
| 3M | -1.1% | -12.7% | +11.6% | -0.1% |
| 6M | +68.4% | +64.8% | +3.7% | +37.0% |
| YTD | -14.7% | +100.7% | -115.4% | -35.1% |
| 1Y | -42.4% | +146.9% | -189.3% | -59.1% |
| 3Y | +304.5% | +456.8% | -152.3% | +107.4% |
| 5Y | +237.5% | +89.2% | +148.3% | +124.4% |
| All | +182.8% | +204.9% | -22.2% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling