-91.8%
HIMZ vs SPY
+34.2%
-126.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.3% | +16.0% | +14.9% |
| 7D | -14.8% | -2.7% | -12.1% | -1.2% |
| 30D | -29.4% | -5.4% | -24.0% | -5.2% |
| 3M | -38.5% | -4.1% | -34.4% | -21.4% |
| 6M | -45.5% | +0.7% | -46.3% | -39.7% |
| YTD | -76.5% | +8.7% | -85.2% | -79.9% |
| 1Y | -87.0% | +10.9% | -97.8% | -89.4% |
| All | -91.8% | +34.2% | -126.1% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling