-37.7%
HIMS vs SPYM
+14.7%
-52.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | -1.0% |
| 7D | -9.1% | -0.7% | -8.4% | -7.0% |
| 30D | -10.1% | -1.1% | -9.1% | -6.7% |
| 3M | -17.1% | -0.3% | -16.8% | -15.5% |
| 6M | -2.2% | +7.3% | -9.6% | -18.0% |
| YTD | -17.9% | +13.4% | -31.3% | -40.3% |
| 1Y | -37.7% | +14.8% | -52.5% | -56.4% |
| All | -37.7% | +14.7% | -52.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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