+180.7%
HIMS vs SU
+191.0%
-10.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -0.7% | +2.2% | -2.9% | -0.9% |
| 30D | -8.2% | +8.4% | -16.6% | -8.9% |
| 3M | -4.7% | +12.1% | -16.8% | -5.9% |
| 6M | +6.3% | +19.7% | -13.4% | +3.6% |
| YTD | -15.3% | +58.4% | -73.7% | -20.3% |
| 1Y | -46.9% | +67.2% | -114.1% | -50.4% |
| 3Y | +321.3% | +125.0% | +196.2% | +279.2% |
| 5Y | +215.8% | +355.1% | -139.2% | +167.8% |
| All | +180.7% | +191.0% | -10.3% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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