-47.0%
HIMS vs SYK
-28.8%
-18.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -2.4% |
| 7D | -1.4% | -12.3% | +11.0% | -6.1% |
| 30D | -10.1% | -22.4% | +12.4% | -18.6% |
| 3M | -1.2% | -12.3% | +11.1% | -4.9% |
| 6M | +16.9% | -24.3% | +41.2% | +8.1% |
| YTD | -15.5% | -22.8% | +7.3% | -20.4% |
| All | -47.0% | -28.8% | -18.2% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 1y: compounded portfolio wealth divided by compounded SYK 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…
1y analysis · Full analysis span regression · 6 months rolling