+62.5%
SLB vs HIMS
+211.8%
-149.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | +0.2% |
| 7D | -7.1% | -6.1% | -1.0% | -6.9% |
| 30D | +4.1% | -12.0% | +16.1% | +4.5% |
| 3M | -2.6% | -12.3% | +9.7% | -2.4% |
| 6M | -8.6% | -3.3% | -5.3% | -9.5% |
| YTD | +32.2% | -19.9% | +52.1% | +31.1% |
| 1Y | +40.7% | -37.4% | +78.0% | +41.3% |
| 3Y | -4.5% | +314.0% | -318.5% | -15.1% |
| All | +62.5% | +211.8% | -149.2% | +47.3% |
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 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