+327.3%
HIMS vs EAT
+587.9%
-260.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | +0.2% |
| 7D | -2.7% | -6.8% | +4.1% | -0.2% |
| 30D | -12.2% | -5.4% | -6.8% | -10.9% |
| 3M | -3.7% | +42.8% | -46.5% | -17.7% |
| 6M | +25.9% | +56.5% | -30.6% | +2.1% |
| YTD | -14.1% | +50.0% | -64.1% | -29.5% |
| 1Y | -41.6% | +38.3% | -79.9% | -50.8% |
| All | +327.3% | +587.9% | -260.6% | +93.8% |
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