+182.6%
SLV vs HIMS
+317.3%
-134.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.8% |
| 7D | +2.5% | -0.9% | +3.5% | +2.5% |
| 30D | +3.3% | -10.8% | +14.1% | +3.8% |
| 3M | -3.6% | +3.7% | -7.3% | -4.1% |
| 6M | -21.8% | +79.0% | -100.8% | -24.5% |
| YTD | -7.8% | -13.2% | +5.4% | -8.2% |
| 1Y | +58.3% | -43.3% | +101.5% | +59.6% |
| 3Y | +182.6% | +331.4% | -148.8% | +155.6% |
| All | +182.6% | +317.3% | -134.8% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling