+190.4%
ETN vs HIMS
+214.8%
-24.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +3.5% | -0.7% | +4.3% | +3.6% |
| 30D | -7.5% | -8.2% | +0.7% | -6.8% |
| 3M | +8.3% | -4.7% | +13.0% | +8.1% |
| 6M | +20.2% | +6.3% | +13.9% | +17.6% |
| YTD | +34.7% | -15.3% | +49.9% | +33.6% |
| 1Y | +19.4% | -46.9% | +66.3% | +23.9% |
| 3Y | +85.5% | +321.3% | -235.8% | +39.7% |
| All | +190.4% | +214.8% | -24.3% | +109.5% |
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