+178.2%
SPY vs HIMS
+101.7%
+76.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -24.1% | +26.7% | +4.4% |
| 30D | -2.0% | -28.8% | +26.8% | +0.2% |
| 3M | -2.8% | -31.4% | +28.6% | -0.7% |
| 6M | +2.1% | -18.3% | +20.4% | +2.3% |
| YTD | +11.5% | -39.2% | +50.7% | +12.6% |
| 1Y | +13.5% | -45.3% | +58.7% | +15.4% |
| 3Y | +77.7% | +181.9% | -104.2% | +43.9% |
| 5Y | +72.6% | +166.6% | -94.0% | +33.6% |
| All | +178.2% | +101.7% | +76.4% | +68.4% |
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