+320.2%
HIMS vs EFA
+63.6%
+256.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.4% |
| 7D | -1.4% | -2.4% | +1.0% | +2.1% |
| 30D | -10.1% | -2.2% | -7.8% | -6.8% |
| 3M | -1.2% | +5.7% | -6.9% | -8.2% |
| 6M | +16.9% | +8.2% | +8.7% | +5.3% |
| YTD | -15.5% | +11.8% | -27.3% | -28.5% |
| 1Y | -42.6% | +18.3% | -60.9% | -55.4% |
| All | +320.2% | +63.6% | +256.7% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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