+13.4%
SCHW vs HIMS
-37.8%
+51.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -0.8% | -3.9% | +3.1% | -0.7% |
| 30D | +1.5% | -12.4% | +13.9% | +1.7% |
| 3M | +24.6% | -1.1% | +25.6% | +24.3% |
| 6M | +14.5% | +68.4% | -53.9% | +10.5% |
| YTD | +10.5% | -14.7% | +25.1% | +13.0% |
| 1Y | +13.4% | -42.4% | +55.8% | +16.0% |
| All | +13.4% | -37.8% | +51.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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