+112.3%
HIMS vs SPGI
+111.3%
+1.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.6% |
| 7D | -21.9% | -1.4% | -20.6% | -21.5% |
| 30D | -32.1% | +15.3% | -47.3% | -35.8% |
| 3M | -31.8% | +16.5% | -48.3% | -36.2% |
| 6M | -28.6% | +19.8% | -48.4% | -34.3% |
| YTD | -35.9% | -3.2% | -32.7% | -36.0% |
| 1Y | -47.6% | +1.8% | -49.4% | -48.9% |
| 3Y | +205.6% | +30.6% | +175.0% | +171.4% |
| 5Y | +170.3% | +16.0% | +154.2% | +139.3% |
| All | +112.3% | +111.3% | +1.1% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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