-37.7%
HIMS vs EFV
+25.8%
-63.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +0.3% |
| 7D | -9.1% | +2.9% | -12.0% | -11.8% |
| 30D | -10.1% | +3.6% | -13.7% | -13.5% |
| 3M | -17.1% | -0.1% | -17.0% | -17.0% |
| 6M | -2.2% | +9.6% | -11.8% | -10.7% |
| YTD | -17.9% | +17.0% | -34.9% | -33.0% |
| 1Y | -37.7% | +25.7% | -63.3% | -53.6% |
| All | -37.7% | +25.8% | -63.5% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling