+82.9%
SLB vs HIMS
+183.3%
-100.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.8% | -3.9% | +4.8% | +1.0% |
| 30D | +15.8% | -12.4% | +28.3% | +16.4% |
| 3M | -0.3% | -1.1% | +0.7% | -1.1% |
| 6M | +21.3% | +68.4% | -47.1% | +15.8% |
| YTD | +52.3% | -14.7% | +67.0% | +50.8% |
| 1Y | +63.6% | -42.4% | +106.0% | +65.0% |
| 3Y | +3.8% | +304.5% | -300.8% | -10.1% |
| 5Y | +128.6% | +237.5% | -108.9% | +96.0% |
| All | +82.9% | +183.3% | -100.5% | +6.2% |
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