+187.4%
HIMS vs SPXS
-98.3%
+285.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +2.3% |
| 7D | -0.9% | -1.5% | +0.6% | -1.5% |
| 30D | -10.8% | +3.7% | -14.5% | -9.5% |
| 3M | +3.7% | -9.6% | +13.3% | +1.7% |
| 6M | +79.0% | -32.4% | +111.4% | +61.9% |
| YTD | -13.2% | -28.7% | +15.4% | -19.6% |
| 1Y | -43.3% | -38.1% | -5.2% | -49.1% |
| 3Y | +331.4% | -80.1% | +411.5% | +223.3% |
| 5Y | +230.2% | -85.9% | +316.2% | +154.7% |
| All | +187.4% | -98.3% | +285.7% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling