+142.7%
EWY vs HIMS
+202.2%
-59.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -4.0% |
| 7D | +1.2% | -1.4% | +2.6% | +1.4% |
| 30D | +9.3% | -10.1% | +19.4% | +10.4% |
| 3M | +2.4% | -1.2% | +3.7% | +2.2% |
| 6M | +40.3% | +16.9% | +23.4% | +37.4% |
| YTD | +88.0% | -15.5% | +103.5% | +87.1% |
| 1Y | +143.8% | -42.6% | +186.4% | +148.8% |
| 3Y | +217.8% | +320.2% | -102.4% | +134.8% |
| 5Y | +142.7% | +215.0% | -72.3% | +73.0% |
| All | +142.7% | +202.2% | -59.5% | +73.0% |
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