+1,999.5%
SMCI vs HIMS
+181.3%
+1,818.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | +6.6% | -8.2% | +14.8% | +8.4% |
| 3M | +25.4% | -4.7% | +30.1% | +24.6% |
| 6M | +26.1% | +6.3% | +19.8% | +21.7% |
| YTD | +37.0% | -15.3% | +52.3% | +35.9% |
| 1Y | -8.8% | -46.9% | +38.1% | +0.9% |
| 3Y | +44.6% | +321.3% | -276.7% | -1.6% |
| 5Y | +995.9% | +215.8% | +780.1% | +622.8% |
| All | +1,999.5% | +181.3% | +1,818.2% | +878.4% |
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 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