-42.4%
HIMS vs SPYM
+20.9%
-63.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.7% |
| 7D | -3.9% | +0.1% | -4.0% | -4.3% |
| 30D | -12.4% | +0.1% | -12.5% | -12.5% |
| 3M | -1.1% | +2.0% | -3.1% | -5.2% |
| 6M | +68.4% | +13.1% | +55.4% | +22.9% |
| YTD | -14.7% | +13.6% | -28.3% | -38.6% |
| 1Y | -42.4% | +20.1% | -62.5% | -66.7% |
| All | -42.4% | +20.9% | -63.3% | -66.7% |
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