+333.9%
SHOP vs HIMS
+101.7%
+232.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.4% |
| 7D | +2.1% | -18.0% | +20.1% | +6.3% |
| 30D | -16.8% | -33.6% | +16.7% | -9.2% |
| 3M | -2.4% | -34.2% | +31.8% | +6.0% |
| 6M | +47.0% | -21.2% | +68.2% | +49.6% |
| YTD | -8.8% | -39.2% | +30.4% | -4.8% |
| 1Y | -6.3% | -49.4% | +43.2% | +2.1% |
| 3Y | +139.3% | +189.7% | -50.4% | +7.5% |
| 5Y | -12.1% | +166.6% | -178.7% | -64.4% |
| All | +333.9% | +101.7% | +232.1% | +43.3% |
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