-41.6%
HIMS vs ECL
+0.5%
-42.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.8% |
| 7D | -2.7% | -2.7% | 0.0% | -2.6% |
| 30D | -12.2% | -4.3% | -7.9% | -12.1% |
| 3M | -3.7% | +3.2% | -6.9% | -4.4% |
| 6M | +25.9% | -2.9% | +28.8% | +24.3% |
| YTD | -14.1% | +4.3% | -18.3% | -17.3% |
| 1Y | -41.6% | +1.6% | -43.3% | -43.2% |
| All | -41.6% | +0.5% | -42.1% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling