+180.7%
HIMS vs SPYG
+224.8%
-44.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.6% |
| 7D | -0.7% | -0.9% | +0.2% | +0.2% |
| 30D | -8.2% | -1.5% | -6.7% | -6.6% |
| 3M | -4.7% | +3.7% | -8.4% | -7.2% |
| 6M | +6.3% | +16.4% | -10.1% | -7.1% |
| YTD | -15.3% | +13.3% | -28.6% | -23.7% |
| 1Y | -46.9% | +17.9% | -64.7% | -53.5% |
| 3Y | +321.3% | +98.3% | +222.9% | +152.2% |
| 5Y | +215.8% | +86.4% | +129.4% | +94.8% |
| All | +180.7% | +224.8% | -44.1% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling