+138.5%
HIMS vs SPG
+83.5%
+55.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -17.0% |
| 7D | -25.6% | +5.6% | -31.1% | -28.3% |
| 30D | -38.1% | +17.6% | -55.7% | -44.7% |
| 3M | -39.8% | +7.5% | -47.2% | -42.9% |
| 6M | -32.3% | +18.5% | -50.9% | -41.4% |
| YTD | -41.1% | +30.9% | -72.0% | -52.8% |
| 1Y | -53.4% | +34.1% | -87.5% | -63.4% |
| 3Y | +180.9% | +135.5% | +45.4% | +42.0% |
| 5Y | +138.5% | +86.5% | +52.0% | +38.4% |
| All | +138.5% | +83.5% | +55.0% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling