+155.7%
HIMS vs SN
+681.9%
-526.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.9% | -14.7% | -13.1% |
| 7D | -9.1% | +7.6% | -16.8% | -12.1% |
| 30D | -25.8% | +24.1% | -49.9% | -32.7% |
| 3M | -27.4% | +23.7% | -51.1% | -34.3% |
| 6M | -18.9% | +105.5% | -124.4% | -42.0% |
| YTD | -29.4% | +105.1% | -134.5% | -49.8% |
| 1Y | -44.1% | +148.3% | -192.4% | -63.7% |
| 3Y | +246.0% | +438.7% | -192.7% | +107.3% |
| All | +155.7% | +681.9% | -526.2% | +52.5% |
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