+331.4%
HIMS vs SPOT
+230.8%
+100.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.6% |
| 7D | -0.9% | -2.9% | +1.9% | +0.1% |
| 30D | -10.8% | +8.3% | -19.1% | -14.2% |
| 3M | +3.7% | +5.1% | -1.4% | +0.2% |
| 6M | +79.0% | -6.5% | +85.4% | +79.3% |
| YTD | -13.2% | -9.0% | -4.3% | -12.2% |
| 1Y | -43.3% | -26.4% | -16.8% | -35.0% |
| 3Y | +331.4% | +240.0% | +91.4% | +155.9% |
| All | +331.4% | +230.8% | +100.6% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPOT 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling