+182.8%
HIMS vs EAT
+455.9%
-273.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -12.4% | +1.9% | -14.3% | -13.0% |
| 3M | -1.1% | +68.7% | -69.7% | -11.6% |
| 6M | +68.4% | +66.9% | +1.6% | +50.2% |
| YTD | -14.7% | +60.4% | -75.1% | -23.5% |
| 1Y | -42.4% | +44.0% | -86.4% | -47.6% |
| 3Y | +304.5% | +604.7% | -300.2% | +183.3% |
| 5Y | +237.5% | +347.0% | -109.5% | +139.8% |
| All | +182.8% | +455.9% | -273.1% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling