+43.6%
EEM vs HIMS
+202.2%
-158.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | +2.4% | -10.1% | +12.5% | +3.0% |
| 3M | +4.2% | -1.2% | +5.4% | +3.7% |
| 6M | +14.8% | +16.9% | -2.1% | +12.4% |
| YTD | +23.1% | -15.5% | +38.6% | +22.3% |
| 1Y | +32.5% | -42.6% | +75.1% | +34.3% |
| 3Y | +85.9% | +320.2% | -234.3% | +41.2% |
| 5Y | +43.6% | +215.0% | -171.5% | +6.0% |
| All | +43.6% | +202.2% | -158.6% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling