+171.0%
SCHW vs HIMS
+181.3%
-10.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -1.9% | -0.7% | -1.1% | -1.8% |
| 30D | -1.6% | -8.2% | +6.6% | -1.2% |
| 3M | +21.3% | -4.7% | +26.0% | +20.7% |
| 6M | +16.5% | +6.3% | +10.2% | +13.8% |
| YTD | +8.4% | -15.3% | +23.7% | +7.1% |
| 1Y | +15.6% | -46.9% | +62.5% | +18.3% |
| 3Y | +86.8% | +321.3% | -234.4% | +38.9% |
| 5Y | +60.5% | +215.8% | -155.3% | +17.5% |
| All | +171.0% | +181.3% | -10.3% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling