+274.2%
SHOP vs HIMS
+180.6%
+93.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -13.2% | -1.4% | -11.9% | -13.0% |
| 30D | -17.0% | -10.1% | -7.0% | -15.5% |
| 3M | +17.0% | -1.2% | +18.2% | +14.2% |
| 6M | -2.1% | +16.9% | -19.0% | -9.7% |
| YTD | -21.4% | -15.5% | -5.9% | -23.4% |
| 1Y | -11.0% | -42.6% | +31.6% | -6.4% |
| 3Y | +100.9% | +320.2% | -219.3% | -17.2% |
| 5Y | -14.7% | +215.0% | -229.7% | -67.0% |
| All | +274.2% | +180.6% | +93.6% | +15.3% |
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