+180.9%
HIMS vs ECL
+79.5%
+101.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.5% |
| 7D | -25.6% | +0.4% | -26.0% | -25.6% |
| 30D | -38.1% | +8.6% | -46.7% | -40.2% |
| 3M | -39.8% | +7.9% | -47.7% | -41.7% |
| 6M | -32.3% | +21.0% | -53.4% | -38.3% |
| YTD | -41.1% | +17.5% | -58.6% | -46.3% |
| 1Y | -53.4% | +19.7% | -73.0% | -58.1% |
| 3Y | +180.9% | +77.4% | +103.5% | +106.5% |
| All | +180.9% | +79.5% | +101.5% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling