+182.8%
HIMS vs SPY
+182.7%
+0.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -3.9% | +0.1% | -4.0% | -4.1% |
| 30D | -12.4% | +0.1% | -12.5% | -12.4% |
| 3M | -1.1% | +2.0% | -3.1% | -2.3% |
| 6M | +68.4% | +13.0% | +55.4% | +50.3% |
| YTD | -14.7% | +13.5% | -28.2% | -24.2% |
| 1Y | -42.4% | +20.0% | -62.4% | -51.3% |
| 3Y | +304.5% | +77.2% | +227.3% | +159.0% |
| 5Y | +237.5% | +81.9% | +155.6% | +112.1% |
| All | +182.8% | +182.7% | +0.1% | +67.4% |
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