+197.3%
HIMS vs SPY
+79.4%
+117.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +5.8% |
| 7D | -21.9% | -0.9% | -21.0% | -20.4% |
| 30D | -32.1% | -2.4% | -29.7% | -28.0% |
| 3M | -31.8% | -1.2% | -30.6% | -29.5% |
| 6M | -28.6% | +3.3% | -31.9% | -32.3% |
| YTD | -35.9% | +12.3% | -48.2% | -48.8% |
| 1Y | -47.6% | +12.4% | -60.1% | -58.1% |
| All | +197.3% | +79.4% | +117.9% | +18.2% |
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