+120.0%
HIMS vs SN
+650.0%
-530.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.0% | -2.2% | -3.9% |
| 7D | -18.0% | +1.4% | -19.4% | -18.5% |
| 30D | -33.6% | +16.6% | -50.2% | -38.0% |
| 3M | -34.2% | +18.3% | -52.4% | -39.1% |
| 6M | -21.2% | +103.1% | -124.2% | -43.1% |
| YTD | -39.2% | +96.7% | -136.0% | -56.0% |
| 1Y | -49.4% | +134.3% | -183.8% | -66.3% |
| 3Y | +189.7% | +425.2% | -235.5% | +76.9% |
| All | +120.0% | +650.0% | -530.0% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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