+184.7%
HIMS vs SSNC
+65.1%
+119.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | -2.7% | -3.9% | +1.2% | -1.2% |
| 30D | -12.2% | -0.2% | -12.0% | -12.2% |
| 3M | -3.7% | +15.9% | -19.7% | -11.2% |
| 6M | +25.9% | +7.5% | +18.4% | +20.0% |
| YTD | -14.1% | -8.2% | -5.9% | -11.8% |
| 1Y | -41.6% | -9.3% | -32.3% | -39.8% |
| 3Y | +327.3% | +48.5% | +278.8% | +264.0% |
| 5Y | +207.9% | +16.0% | +191.9% | +180.4% |
| All | +184.7% | +65.1% | +119.6% | +151.6% |
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