+489.2%
SPCX vs HIMS
+23.4%
+465.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +3.6% | -24.1% | +27.7% | -17.0% |
| 30D | -8.6% | -28.8% | +20.2% | -31.6% |
| 3M | -1.5% | -31.4% | +29.9% | -29.2% |
| 6M | +442.8% | -49.4% | +492.2% | +279.0% |
| YTD | +442.8% | -49.4% | +492.2% | +279.0% |
| 1Y | +442.8% | -49.4% | +492.2% | +279.0% |
| All | +489.2% | +23.4% | +465.8% | +318.5% |
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