+309.9%
HIMS vs SO
+46.3%
+263.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.7% |
| 7D | -3.9% | -0.2% | -3.8% | -4.0% |
| 30D | -12.4% | -4.6% | -7.9% | -14.1% |
| 3M | -1.1% | -3.0% | +2.0% | -2.2% |
| 6M | +68.4% | -8.3% | +76.7% | +64.7% |
| YTD | -14.7% | +3.5% | -18.2% | -14.0% |
| 1Y | -42.4% | -0.9% | -41.5% | -42.4% |
| All | +309.9% | +46.3% | +263.6% | +297.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling