+60.2%
SLB vs HIMS
+134.6%
-74.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.8% | +12.7% | +1.5% |
| 7D | -3.7% | -9.1% | +5.4% | -3.3% |
| 30D | +2.9% | -25.8% | +28.7% | +4.2% |
| 3M | +0.2% | -27.4% | +27.6% | +1.4% |
| 6M | -4.4% | -18.9% | +14.4% | -4.6% |
| YTD | +33.4% | -29.4% | +62.8% | +33.0% |
| 1Y | +40.8% | -44.1% | +84.9% | +42.1% |
| 3Y | +3.2% | +246.0% | -242.8% | -10.1% |
| 5Y | +64.8% | +177.1% | -112.3% | +42.5% |
| All | +60.2% | +134.6% | -74.4% | -6.4% |
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