+138.5%
HIMS vs ED
+81.8%
+56.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.8% | -17.4% | -16.3% |
| 7D | -25.6% | +2.1% | -27.7% | -25.0% |
| 30D | -38.1% | +12.4% | -50.6% | -35.5% |
| 3M | -39.8% | +13.1% | -52.9% | -36.9% |
| 6M | -32.3% | +14.1% | -46.4% | -28.8% |
| YTD | -41.1% | +23.1% | -64.1% | -37.2% |
| 1Y | -53.4% | +25.4% | -78.8% | -50.2% |
| 3Y | +180.9% | +47.9% | +133.1% | +193.7% |
| 5Y | +138.5% | +81.9% | +56.7% | +120.8% |
| All | +138.5% | +81.8% | +56.8% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling