+181.9%
HIMS vs SSNC
+58.0%
+123.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -24.1% | +2.3% | -26.4% | -25.1% |
| 30D | -28.8% | -3.1% | -25.7% | -27.7% |
| 3M | -31.4% | -2.7% | -28.7% | -30.7% |
| 6M | -18.3% | +23.7% | -42.0% | -30.8% |
| YTD | -39.2% | -8.0% | -31.2% | -33.7% |
| 1Y | -45.3% | -4.7% | -40.6% | -42.4% |
| 3Y | +181.9% | +58.0% | +123.9% | +102.7% |
| All | +181.9% | +58.0% | +123.9% | +102.7% |
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