+215.0%
HIMS vs SPYG
+82.6%
+132.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.3% |
| 7D | -1.4% | -1.8% | +0.5% | +1.6% |
| 30D | -10.1% | -1.9% | -8.1% | -7.1% |
| 3M | -1.2% | +5.2% | -6.4% | -7.3% |
| 6M | +16.9% | +15.6% | +1.4% | -4.3% |
| YTD | -15.5% | +12.4% | -27.9% | -27.5% |
| 1Y | -42.6% | +17.5% | -60.0% | -53.5% |
| 3Y | +320.2% | +98.1% | +222.1% | +74.4% |
| 5Y | +215.0% | +84.9% | +130.1% | +57.6% |
| All | +215.0% | +82.6% | +132.5% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling