+78.5%
SPY vs HIMS
+317.3%
-238.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +0.5% | -0.9% | +1.5% | +0.6% |
| 30D | -0.9% | -10.8% | +9.9% | -0.4% |
| 3M | +3.9% | +3.7% | +0.2% | +3.0% |
| 6M | +14.5% | +79.0% | -64.4% | +9.1% |
| YTD | +12.9% | -13.2% | +26.2% | +12.0% |
| 1Y | +19.4% | -43.3% | +62.6% | +20.8% |
| 3Y | +78.5% | +331.4% | -252.9% | +48.8% |
| All | +78.5% | +317.3% | -238.9% | +48.8% |
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