+101.3%
HIMS vs SPY
+177.5%
-76.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -24.1% | +2.6% | -26.7% | -26.5% |
| 30D | -28.8% | -2.0% | -26.8% | -26.9% |
| 3M | -31.4% | -2.8% | -28.6% | -28.7% |
| 6M | -18.3% | +2.1% | -20.4% | -18.9% |
| YTD | -39.2% | +11.5% | -50.7% | -44.5% |
| 1Y | -45.3% | +13.5% | -58.7% | -50.9% |
| 3Y | +181.9% | +77.7% | +104.2% | +82.3% |
| 5Y | +166.6% | +72.6% | +94.0% | +73.4% |
| All | +101.3% | +177.5% | -76.2% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling