+180.7%
HIMS vs SPXU
-98.3%
+279.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -0.7% |
| 7D | -0.7% | +2.5% | -3.2% | +0.2% |
| 30D | -8.2% | +4.2% | -12.4% | -6.6% |
| 3M | -4.7% | -9.3% | +4.5% | -6.6% |
| 6M | +6.3% | -30.7% | +37.0% | -3.2% |
| YTD | -15.3% | -28.1% | +12.9% | -21.2% |
| 1Y | -46.9% | -35.2% | -11.6% | -51.6% |
| 3Y | +321.3% | -79.9% | +401.2% | +216.0% |
| 5Y | +215.8% | -86.4% | +302.2% | +142.6% |
| All | +180.7% | -98.3% | +279.0% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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