+132.7%
SLV vs HIMS
+227.2%
-94.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -11.8% | +14.5% | +3.4% |
| 7D | +5.6% | -9.1% | +14.8% | +6.1% |
| 30D | -12.1% | -25.8% | +13.7% | -10.6% |
| 3M | -16.3% | -27.4% | +11.1% | -14.9% |
| 6M | -34.1% | -18.9% | -15.2% | -33.6% |
| YTD | -25.3% | -29.4% | +4.1% | -24.8% |
| 1Y | +9.6% | -44.1% | +53.7% | +11.1% |
| 3Y | +132.7% | +246.0% | -113.3% | +92.3% |
| All | +132.7% | +227.2% | -94.6% | +92.3% |
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 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