+112.3%
HIMS vs SPY
+179.5%
-67.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +7.3% |
| 7D | -21.9% | -0.9% | -21.0% | -21.1% |
| 30D | -32.1% | -2.4% | -29.7% | -29.9% |
| 3M | -31.8% | -1.2% | -30.6% | -30.5% |
| 6M | -28.6% | +3.3% | -31.9% | -30.0% |
| YTD | -35.9% | +12.3% | -48.2% | -42.0% |
| 1Y | -47.6% | +12.4% | -60.1% | -52.5% |
| 3Y | +205.6% | +78.8% | +126.8% | +96.2% |
| 5Y | +170.3% | +75.2% | +95.1% | +74.0% |
| All | +112.3% | +179.5% | -67.2% | +28.1% |
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