+186.0%
SLV vs HIMS
+112.8%
+73.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.8% | -8.4% | -0.2% |
| 7D | -1.1% | -21.9% | +20.9% | +0.3% |
| 30D | -14.2% | -32.1% | +17.9% | -12.2% |
| 3M | -20.3% | -31.8% | +11.5% | -18.6% |
| 6M | -40.2% | -28.6% | -11.6% | -39.4% |
| YTD | -27.6% | -35.9% | +8.3% | -26.8% |
| 1Y | +0.4% | -47.6% | +48.1% | +2.6% |
| 3Y | +129.4% | +205.6% | -76.2% | +93.2% |
| 5Y | +99.8% | +170.3% | -70.5% | +65.0% |
| All | +186.0% | +112.8% | +73.2% | +100.0% |
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