+44.6%
SMCI vs HIMS
+318.7%
-274.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | +6.6% | -8.2% | +14.8% | +8.8% |
| 3M | +25.4% | -4.7% | +30.1% | +24.1% |
| 6M | +26.1% | +6.3% | +19.8% | +20.1% |
| YTD | +37.0% | -15.3% | +52.3% | +35.8% |
| 1Y | -8.8% | -46.9% | +38.1% | +4.1% |
| 3Y | +44.6% | +321.3% | -276.7% | -16.7% |
| All | +44.6% | +318.7% | -274.1% | -16.7% |
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