+101.3%
HIMS vs SO
+104.3%
-3.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.1% |
| 7D | -24.1% | +1.4% | -25.5% | -24.0% |
| 30D | -28.8% | +4.7% | -33.5% | -28.6% |
| 3M | -31.4% | +1.7% | -33.1% | -31.3% |
| 6M | -18.3% | +2.2% | -20.4% | -18.0% |
| YTD | -39.2% | +10.0% | -49.2% | -39.0% |
| 1Y | -45.3% | +6.0% | -51.3% | -45.1% |
| 3Y | +181.9% | +54.1% | +127.7% | +178.1% |
| 5Y | +166.6% | +79.6% | +87.0% | +163.1% |
| All | +101.3% | +104.3% | -3.0% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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