+327.3%
HIMS vs SSNC
+47.5%
+279.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.2% |
| 7D | -2.7% | -3.9% | +1.2% | -0.7% |
| 30D | -12.2% | -0.2% | -12.0% | -12.3% |
| 3M | -3.7% | +15.9% | -19.7% | -13.7% |
| 6M | +25.9% | +7.5% | +18.4% | +19.5% |
| YTD | -14.1% | -8.2% | -5.9% | -6.2% |
| 1Y | -41.6% | -9.3% | -32.3% | -35.6% |
| All | +327.3% | +47.5% | +279.7% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling