+180.0%
HIMS vs SPG
+92.0%
+88.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -1.4% | -2.2% | +0.8% | -0.9% |
| 30D | -10.1% | -5.8% | -4.3% | -9.0% |
| 3M | -1.2% | -2.8% | +1.6% | -1.1% |
| 6M | +16.9% | +8.9% | +8.0% | +14.3% |
| YTD | -15.5% | +14.3% | -29.8% | -18.2% |
| 1Y | -42.6% | +19.5% | -62.1% | -45.0% |
| 3Y | +320.2% | +106.9% | +213.4% | +268.5% |
| 5Y | +215.0% | +108.7% | +106.3% | +176.1% |
| All | +180.0% | +92.0% | +88.0% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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