+180.7%
HIMS vs SYY
+29.4%
+151.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -0.7% | +3.9% | -4.7% | -1.4% |
| 30D | -8.2% | -1.7% | -6.5% | -7.9% |
| 3M | -4.7% | +5.2% | -9.9% | -5.8% |
| 6M | +6.3% | -0.2% | +6.5% | +5.8% |
| YTD | -15.3% | +15.4% | -30.6% | -18.2% |
| 1Y | -46.9% | +5.6% | -52.4% | -47.9% |
| 3Y | +321.3% | +28.9% | +292.4% | +294.4% |
| 5Y | +215.8% | +24.1% | +191.8% | +201.4% |
| All | +180.7% | +29.4% | +151.3% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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