+266.8%
SLV vs HIMS
+183.3%
+83.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | -3.9% | +3.6% | -0.1% |
| 30D | +6.7% | -12.4% | +19.1% | +7.5% |
| 3M | -10.7% | -1.1% | -9.6% | -11.0% |
| 6M | -20.6% | +68.4% | -89.0% | -23.9% |
| YTD | -7.1% | -14.7% | +7.5% | -7.6% |
| 1Y | +62.0% | -42.4% | +104.4% | +64.1% |
| 3Y | +169.8% | +304.5% | -134.7% | +123.5% |
| 5Y | +161.5% | +237.5% | -76.1% | +113.2% |
| All | +266.8% | +183.3% | +83.4% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling