+187.4%
HIMS vs SPYM
+183.1%
+4.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +2.3% |
| 7D | -0.9% | +0.6% | -1.5% | -1.6% |
| 30D | -10.8% | -0.9% | -9.9% | -9.9% |
| 3M | +3.7% | +3.9% | -0.2% | +0.3% |
| 6M | +79.0% | +14.5% | +64.4% | +57.8% |
| YTD | -13.2% | +13.0% | -26.2% | -22.4% |
| 1Y | -43.3% | +19.4% | -62.7% | -51.7% |
| 3Y | +331.4% | +78.9% | +252.5% | +177.2% |
| 5Y | +230.2% | +82.3% | +147.9% | +109.9% |
| All | +187.4% | +183.1% | +4.3% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling