+222.9%
EWY vs HIMS
+318.7%
-95.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.2% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | +7.3% | -8.2% | +15.5% | +8.1% |
| 3M | -5.1% | -4.7% | -0.4% | -5.0% |
| 6M | +42.1% | +6.3% | +35.8% | +40.7% |
| YTD | +94.1% | -15.3% | +109.4% | +92.9% |
| 1Y | +147.8% | -46.9% | +194.7% | +151.4% |
| 3Y | +222.9% | +321.3% | -98.4% | +176.1% |
| All | +222.9% | +318.7% | -95.8% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling