+182.8%
HIMS vs ECL
+51.6%
+131.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | -2.6% | -1.3% | -3.0% |
| 30D | -12.4% | -2.2% | -10.3% | -11.8% |
| 3M | -1.1% | +10.1% | -11.2% | -5.0% |
| 6M | +68.4% | -5.7% | +74.2% | +71.3% |
| YTD | -14.7% | +7.0% | -21.6% | -17.6% |
| 1Y | -42.4% | +2.7% | -45.1% | -43.7% |
| 3Y | +304.5% | +57.7% | +246.8% | +238.2% |
| 5Y | +237.5% | +31.1% | +206.4% | +179.2% |
| All | +182.8% | +51.6% | +131.2% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling