+91.1%
EEM vs HIMS
+188.0%
-97.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +3.1% | -0.9% | +4.0% | +3.1% |
| 30D | +4.9% | -10.8% | +15.7% | +5.6% |
| 3M | +5.2% | +3.7% | +1.5% | +4.4% |
| 6M | +20.7% | +79.0% | -58.3% | +14.6% |
| YTD | +26.5% | -13.2% | +39.7% | +25.4% |
| 1Y | +37.8% | -43.3% | +81.1% | +39.8% |
| 3Y | +91.0% | +331.4% | -240.4% | +50.5% |
| 5Y | +47.0% | +230.2% | -183.2% | +12.7% |
| All | +91.1% | +188.0% | -97.0% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling