+331.4%
HIMS vs SPY
+77.4%
+254.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.9% |
| 7D | -0.9% | +0.5% | -1.5% | -2.3% |
| 30D | -10.8% | -0.9% | -9.9% | -8.9% |
| 3M | +3.7% | +3.9% | -0.2% | -3.5% |
| 6M | +79.0% | +14.5% | +64.4% | +37.2% |
| YTD | -13.2% | +12.9% | -26.2% | -31.6% |
| 1Y | -43.3% | +19.4% | -62.6% | -59.8% |
| All | +331.4% | +77.4% | +254.0% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling