-95.6%
HIMZ vs SPY
+37.7%
-133.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +1.1% |
| 7D | -46.7% | +2.6% | -49.3% | -53.4% |
| 30D | -56.3% | -2.0% | -54.3% | -51.4% |
| 3M | -64.6% | -2.8% | -61.8% | -58.4% |
| 6M | -62.2% | +2.1% | -64.3% | -61.9% |
| YTD | -87.5% | +11.5% | -99.0% | -90.6% |
| 1Y | -90.6% | +13.5% | -104.1% | -93.3% |
| All | -95.6% | +37.7% | -133.4% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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