+88.3%
EEM vs HIMS
+181.3%
-93.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.3% | -0.7% | -0.5% | -1.2% |
| 30D | +2.1% | -8.2% | +10.3% | +2.6% |
| 3M | +1.0% | -4.7% | +5.7% | +0.8% |
| 6M | +15.9% | +6.3% | +9.6% | +14.3% |
| YTD | +24.6% | -15.3% | +39.9% | +23.8% |
| 1Y | +32.3% | -46.9% | +79.1% | +34.7% |
| 3Y | +85.9% | +321.3% | -235.4% | +46.8% |
| 5Y | +45.4% | +215.8% | -170.5% | +11.8% |
| All | +88.3% | +181.3% | -93.0% | +13.8% |
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 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