+171.2%
SCHW vs HIMS
+180.6%
-9.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.9% |
| 7D | -2.8% | -1.4% | -1.4% | -2.7% |
| 30D | -0.1% | -10.1% | +10.0% | +0.5% |
| 3M | +20.6% | -1.2% | +21.8% | +19.6% |
| 6M | +15.9% | +16.9% | -1.0% | +12.3% |
| YTD | +8.5% | -15.5% | +24.0% | +7.2% |
| 1Y | +17.8% | -42.6% | +60.4% | +19.7% |
| 3Y | +88.5% | +320.2% | -231.7% | +40.2% |
| 5Y | +60.6% | +215.0% | -154.4% | +17.6% |
| All | +171.2% | +180.6% | -9.4% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling