-37.7%
HIMS vs SPYG
+10.8%
-48.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.5% | +1.1% |
| 7D | -9.1% | -2.8% | -6.3% | -3.3% |
| 30D | -10.1% | -6.2% | -4.0% | +3.4% |
| 3M | -17.1% | -3.6% | -13.5% | -9.7% |
| 6M | -2.2% | +4.8% | -7.0% | -10.3% |
| YTD | -17.9% | +11.0% | -28.9% | -32.9% |
| 1Y | -37.7% | +11.2% | -48.9% | -49.0% |
| All | -37.7% | +10.8% | -48.5% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling