+437.7%
ETN vs HIMS
+185.3%
+252.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | +6.2% | -2.7% | +9.0% | +6.5% |
| 30D | -6.7% | -12.2% | +5.5% | -5.6% |
| 3M | +3.6% | -3.7% | +7.3% | +3.3% |
| 6M | +18.3% | +25.9% | -7.6% | +14.1% |
| YTD | +31.5% | -14.1% | +45.5% | +30.2% |
| 1Y | +20.6% | -41.6% | +62.2% | +23.3% |
| 3Y | +82.5% | +327.3% | -244.7% | +45.1% |
| 5Y | +177.8% | +207.9% | -30.2% | +116.3% |
| All | +437.7% | +185.3% | +252.4% | +169.7% |
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