+272.3%
SLV vs HIMS
+185.3%
+87.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.3% |
| 7D | +2.8% | -2.7% | +5.5% | +3.0% |
| 30D | +2.2% | -12.2% | +14.4% | +3.0% |
| 3M | +2.9% | -3.7% | +6.6% | +2.7% |
| 6M | -22.4% | +25.9% | -48.3% | -24.2% |
| YTD | -5.7% | -14.1% | +8.3% | -6.2% |
| 1Y | +63.3% | -41.6% | +104.9% | +65.3% |
| 3Y | +189.0% | +327.3% | -138.3% | +138.4% |
| 5Y | +172.7% | +207.9% | -35.3% | +124.0% |
| All | +272.3% | +185.3% | +87.0% | +156.1% |
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