+180.7%
HIMS vs SPMO
+295.0%
-114.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | -0.2% |
| 7D | -0.7% | -0.9% | +0.2% | +0.2% |
| 30D | -8.2% | -1.9% | -6.3% | -6.5% |
| 3M | -4.7% | -1.4% | -3.4% | -3.7% |
| 6M | +6.3% | +25.5% | -19.2% | -13.8% |
| YTD | -15.3% | +24.8% | -40.1% | -30.8% |
| 1Y | -46.9% | +24.5% | -71.3% | -56.1% |
| 3Y | +321.3% | +157.1% | +164.1% | +120.2% |
| 5Y | +215.8% | +149.5% | +66.3% | +67.0% |
| All | +180.7% | +295.0% | -114.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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