-49.4%
HIMS vs SPY
+11.8%
-61.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.3% |
| 7D | -18.0% | +3.3% | -21.3% | -25.1% |
| 30D | -33.6% | -2.7% | -30.9% | -27.8% |
| 3M | -34.2% | -1.7% | -32.4% | -30.1% |
| 6M | -21.2% | +3.1% | -24.3% | -26.2% |
| YTD | -39.2% | +11.9% | -51.1% | -54.3% |
| 1Y | -49.4% | +12.0% | -61.4% | -61.9% |
| All | -49.4% | +11.8% | -61.2% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling