+164.3%
EWY vs HIMS
-37.8%
+202.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +4.8% | -3.9% | +8.7% | +5.7% |
| 30D | +11.7% | -12.4% | +24.1% | +14.2% |
| 3M | -7.4% | -1.1% | -6.3% | -7.9% |
| 6M | +40.6% | +68.4% | -27.9% | +30.8% |
| YTD | +94.3% | -14.7% | +108.9% | +90.5% |
| 1Y | +164.3% | -42.4% | +206.7% | +167.3% |
| All | +164.3% | -37.8% | +202.1% | +167.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling