+187.4%
HIMS vs SPYG
+226.1%
-38.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.2% |
| 7D | -0.9% | +1.2% | -2.1% | -2.3% |
| 30D | -10.8% | -1.6% | -9.3% | -9.2% |
| 3M | +3.7% | +3.4% | +0.3% | +1.3% |
| 6M | +79.0% | +18.9% | +60.1% | +53.7% |
| YTD | -13.2% | +13.8% | -27.0% | -22.2% |
| 1Y | -43.3% | +20.6% | -63.8% | -51.5% |
| 3Y | +331.4% | +100.5% | +230.9% | +155.8% |
| 5Y | +230.2% | +84.6% | +145.6% | +103.4% |
| All | +187.4% | +226.1% | -38.6% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling