+274.2%
EWY vs HIMS
+188.0%
+86.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +8.0% | -0.9% | +9.0% | +8.1% |
| 30D | +14.3% | -10.8% | +25.2% | +15.5% |
| 3M | +2.3% | +3.7% | -1.4% | +1.6% |
| 6M | +49.9% | +79.0% | -29.1% | +41.4% |
| YTD | +95.3% | -13.2% | +108.6% | +94.0% |
| 1Y | +161.7% | -43.3% | +205.0% | +166.9% |
| 3Y | +230.2% | +331.4% | -101.2% | +156.5% |
| 5Y | +148.1% | +230.2% | -82.1% | +87.0% |
| All | +274.2% | +188.0% | +86.1% | +103.0% |
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 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