+320.2%
HIMS vs SPXS
-79.1%
+399.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -0.2% |
| 7D | -1.4% | +6.4% | -7.7% | +3.5% |
| 30D | -10.1% | +6.0% | -16.0% | -5.7% |
| 3M | -1.2% | -11.6% | +10.4% | -7.2% |
| 6M | +16.9% | -28.7% | +45.6% | -2.8% |
| YTD | -15.5% | -26.3% | +10.8% | -27.0% |
| 1Y | -42.6% | -34.9% | -7.6% | -53.4% |
| All | +320.2% | -79.1% | +399.3% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling