+167.8%
SLV vs HIMS
+221.2%
-53.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | +2.5% | -0.9% | +3.5% | +2.6% |
| 30D | +3.3% | -10.8% | +14.1% | +3.9% |
| 3M | -3.6% | +3.7% | -7.3% | -4.2% |
| 6M | -21.8% | +79.0% | -100.8% | -25.1% |
| YTD | -7.8% | -13.2% | +5.4% | -8.3% |
| 1Y | +58.3% | -43.3% | +101.5% | +60.2% |
| 3Y | +182.6% | +331.4% | -148.8% | +135.5% |
| 5Y | +167.8% | +230.2% | -62.5% | +122.4% |
| All | +167.8% | +221.2% | -53.4% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling