+532.7%
HIMS vs SOUN
-25.7%
+558.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -2.7% | -4.4% | +1.7% | -2.1% |
| 30D | -12.2% | -13.1% | +1.0% | -10.4% |
| 3M | -3.7% | -7.7% | +4.0% | -2.5% |
| 6M | +25.9% | -21.2% | +47.1% | +29.4% |
| YTD | -14.1% | -35.0% | +20.9% | -10.0% |
| 1Y | -41.6% | -56.4% | +14.7% | -35.9% |
| 3Y | +327.3% | +181.7% | +145.5% | +280.2% |
| All | +532.7% | -25.7% | +558.3% | +452.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling