+101.3%
HIMS vs SSNC
+65.4%
+35.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -24.1% | +2.3% | -26.4% | -24.9% |
| 30D | -28.8% | -3.1% | -25.7% | -27.9% |
| 3M | -31.4% | -2.7% | -28.7% | -30.8% |
| 6M | -18.3% | +23.7% | -42.0% | -27.3% |
| YTD | -39.2% | -8.0% | -31.2% | -37.8% |
| 1Y | -45.3% | -4.7% | -40.6% | -45.0% |
| 3Y | +181.9% | +58.0% | +123.9% | +134.0% |
| 5Y | +166.6% | +8.0% | +158.6% | +143.7% |
| All | +101.3% | +65.4% | +35.9% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling