+328.9%
SHOP vs HIMS
+183.3%
+145.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.1% | -3.9% | -1.2% | -4.3% |
| 30D | +0.6% | -12.4% | +13.0% | +3.0% |
| 3M | +25.0% | -1.1% | +26.1% | +22.0% |
| 6M | +11.9% | +68.4% | -56.5% | -7.1% |
| YTD | -9.9% | -14.7% | +4.8% | -12.4% |
| 1Y | 0.0% | -42.4% | +42.4% | +5.0% |
| 3Y | +117.5% | +304.5% | -187.0% | -8.9% |
| 5Y | -6.6% | +237.5% | -244.2% | -64.3% |
| All | +328.9% | +183.3% | +145.5% | +31.9% |
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