+141.5%
HIMS vs SPOT
+117.4%
+24.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.1% |
| 7D | -24.1% | +1.6% | -25.7% | -24.7% |
| 30D | -28.8% | +16.9% | -45.7% | -34.3% |
| 3M | -31.4% | +23.0% | -54.4% | -38.9% |
| 6M | -18.3% | +42.2% | -60.4% | -33.7% |
| YTD | -39.2% | +5.5% | -44.7% | -44.5% |
| 1Y | -45.3% | -5.1% | -40.2% | -47.0% |
| 3Y | +181.9% | +257.9% | -76.1% | +29.4% |
| All | +141.5% | +117.4% | +24.1% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling