+101.3%
HIMS vs SPY
+178.6%
-77.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.8% |
| 7D | -18.0% | +3.3% | -21.3% | -21.1% |
| 30D | -33.6% | -2.7% | -30.9% | -31.2% |
| 3M | -34.2% | -1.7% | -32.4% | -32.4% |
| 6M | -21.2% | +3.1% | -24.3% | -22.6% |
| YTD | -39.2% | +11.9% | -51.1% | -44.8% |
| 1Y | -49.4% | +12.0% | -61.4% | -53.9% |
| 3Y | +189.7% | +78.2% | +111.5% | +86.8% |
| 5Y | +166.6% | +73.2% | +93.4% | +72.7% |
| All | +101.3% | +178.6% | -77.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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