+180.7%
HIMS vs SSNC
+67.0%
+113.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.5% |
| 7D | -0.7% | -4.0% | +3.3% | +1.0% |
| 30D | -8.2% | +0.5% | -8.7% | -8.5% |
| 3M | -4.7% | +18.9% | -23.6% | -13.1% |
| 6M | +6.3% | +10.8% | -4.5% | 0.0% |
| YTD | -15.3% | -7.1% | -8.1% | -13.4% |
| 1Y | -46.9% | -9.6% | -37.2% | -45.1% |
| 3Y | +321.3% | +51.1% | +270.2% | +256.4% |
| 5Y | +215.8% | +19.7% | +196.2% | +185.6% |
| All | +180.7% | +67.0% | +113.7% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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