-9.3%
SHOP vs HIMS
+221.2%
-230.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.2% | -8.0% |
| 7D | -4.1% | -0.9% | -3.1% | -3.9% |
| 30D | -11.5% | -10.8% | -0.7% | -9.6% |
| 3M | +21.1% | +3.7% | +17.4% | +16.4% |
| 6M | +3.0% | +79.0% | -76.0% | -17.2% |
| YTD | -16.7% | -13.2% | -3.4% | -19.5% |
| 1Y | -8.3% | -43.3% | +35.0% | -2.8% |
| 3Y | +112.8% | +331.4% | -218.6% | -34.9% |
| 5Y | -9.3% | +230.2% | -239.5% | -76.6% |
| All | -9.3% | +221.2% | -230.5% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling