+101.3%
HIMS vs EAT
+378.9%
-277.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -24.1% | -4.0% | -20.1% | -23.3% |
| 30D | -28.8% | -2.9% | -25.9% | -28.3% |
| 3M | -31.4% | -16.9% | -14.5% | -29.0% |
| 6M | -18.3% | +57.0% | -75.2% | -26.0% |
| YTD | -39.2% | +38.2% | -77.4% | -44.0% |
| 1Y | -45.3% | +69.3% | -114.6% | -51.6% |
| 3Y | +181.9% | +483.0% | -301.1% | +104.8% |
| 5Y | +166.6% | +364.1% | -197.5% | +93.3% |
| All | +101.3% | +378.9% | -277.6% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling