+101.3%
HIMS vs EAT
+377.1%
-275.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -4.9% |
| 7D | -18.0% | -7.1% | -10.9% | -16.6% |
| 30D | -33.6% | -2.3% | -31.2% | -33.2% |
| 3M | -34.2% | -19.6% | -14.5% | -31.3% |
| 6M | -21.2% | +46.0% | -67.2% | -27.6% |
| YTD | -39.2% | +37.7% | -76.9% | -43.9% |
| 1Y | -49.4% | +73.8% | -123.2% | -55.6% |
| 3Y | +189.7% | +482.1% | -292.3% | +110.6% |
| 5Y | +166.6% | +362.5% | -195.8% | +93.5% |
| All | +101.3% | +377.1% | -275.8% | +46.3% |
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