+96.4%
SHOP vs HIMS
+324.7%
-228.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.3% |
| 7D | -10.6% | -2.7% | -7.9% | -10.3% |
| 30D | -18.3% | -12.2% | -6.1% | -17.0% |
| 3M | +14.8% | -3.7% | +18.6% | +13.7% |
| 6M | -5.0% | +25.9% | -30.9% | -10.5% |
| YTD | -21.2% | -14.1% | -7.2% | -22.3% |
| 1Y | -11.6% | -41.6% | +30.0% | -8.8% |
| All | +96.4% | +324.7% | -228.3% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling