+141.5%
HIMS vs SPYM
+72.6%
+68.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.8% |
| 7D | -24.1% | +2.6% | -26.7% | -28.1% |
| 30D | -28.8% | -2.0% | -26.8% | -25.7% |
| 3M | -31.4% | -2.8% | -28.6% | -27.0% |
| 6M | -18.3% | +2.2% | -20.4% | -20.0% |
| YTD | -39.2% | +11.5% | -50.8% | -49.0% |
| 1Y | -45.3% | +13.5% | -58.8% | -55.4% |
| 3Y | +181.9% | +78.0% | +103.8% | +16.6% |
| All | +141.5% | +72.6% | +68.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling