+181.9%
HIMS vs EAT
+476.7%
-294.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -24.1% | -4.0% | -20.1% | -22.6% |
| 30D | -28.8% | -2.9% | -25.9% | -27.8% |
| 3M | -31.4% | -16.9% | -14.5% | -26.7% |
| 6M | -18.3% | +57.0% | -75.2% | -33.6% |
| YTD | -39.2% | +38.2% | -77.4% | -49.0% |
| 1Y | -45.3% | +69.3% | -114.6% | -58.5% |
| 3Y | +181.9% | +483.0% | -301.1% | +14.9% |
| All | +181.9% | +476.7% | -294.9% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling