+184.7%
HIMS vs ED
+54.5%
+130.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -1.1% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | -12.2% | +1.9% | -14.1% | -11.8% |
| 3M | -3.7% | +1.9% | -5.6% | -3.2% |
| 6M | +25.9% | -2.3% | +28.2% | +26.1% |
| YTD | -14.1% | +10.9% | -25.0% | -12.8% |
| 1Y | -41.6% | +14.5% | -56.1% | -40.6% |
| 3Y | +327.3% | +33.4% | +293.9% | +333.9% |
| 5Y | +207.9% | +67.3% | +140.7% | +215.4% |
| All | +184.7% | +54.5% | +130.2% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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