+180.0%
HIMS vs SYK
+32.0%
+148.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.2% |
| 7D | -1.4% | -12.3% | +11.0% | +1.8% |
| 30D | -10.1% | -22.4% | +12.4% | -4.2% |
| 3M | -1.2% | -12.3% | +11.1% | +0.8% |
| 6M | +16.9% | -24.3% | +41.2% | +24.3% |
| YTD | -15.5% | -22.8% | +7.3% | -11.1% |
| 1Y | -42.6% | -28.8% | -13.8% | -38.2% |
| 3Y | +320.2% | -4.0% | +324.2% | +316.6% |
| 5Y | +215.0% | +3.8% | +211.2% | +197.2% |
| All | +180.0% | +32.0% | +148.0% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling