+180.7%
HIMS vs SPYM
+181.7%
-1.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.4% |
| 7D | -0.7% | -1.0% | +0.3% | +0.4% |
| 30D | -8.2% | -1.3% | -6.9% | -6.8% |
| 3M | -4.7% | +3.6% | -8.3% | -7.6% |
| 6M | +6.3% | +13.3% | -7.0% | -5.4% |
| YTD | -15.3% | +12.4% | -27.7% | -23.8% |
| 1Y | -46.9% | +17.3% | -64.1% | -53.9% |
| 3Y | +321.3% | +76.8% | +244.5% | +173.6% |
| 5Y | +215.8% | +83.6% | +132.2% | +101.4% |
| All | +180.7% | +181.7% | -1.0% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling