+112.3%
HIMS vs ECL
+67.6%
+44.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.6% |
| 7D | -21.9% | -2.3% | -19.7% | -21.3% |
| 30D | -32.1% | +8.3% | -40.4% | -34.0% |
| 3M | -31.8% | +8.4% | -40.2% | -33.9% |
| 6M | -28.6% | +23.3% | -51.9% | -34.3% |
| YTD | -35.9% | +18.2% | -54.1% | -40.4% |
| 1Y | -47.6% | +18.8% | -66.4% | -51.5% |
| 3Y | +205.6% | +78.5% | +127.1% | +144.2% |
| 5Y | +170.3% | +40.1% | +130.2% | +116.0% |
| All | +112.3% | +67.6% | +44.8% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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