+523.8%
HIMS vs SOUN
-28.2%
+552.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -0.7% | -7.1% | +6.4% | +0.3% |
| 30D | -8.2% | -15.4% | +7.2% | -6.1% |
| 3M | -4.7% | -10.6% | +5.9% | -3.1% |
| 6M | +6.3% | -19.6% | +25.9% | +9.1% |
| YTD | -15.3% | -37.2% | +21.9% | -10.8% |
| 1Y | -46.9% | -57.1% | +10.2% | -41.5% |
| 3Y | +321.3% | +178.2% | +143.1% | +276.2% |
| All | +523.8% | -28.2% | +552.0% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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