+180.7%
HIMS vs EFV
+128.3%
+52.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.2% |
| 30D | -8.2% | +0.6% | -8.8% | -8.6% |
| 3M | -4.7% | +7.5% | -12.2% | -9.3% |
| 6M | +6.3% | +13.0% | -6.7% | -1.9% |
| YTD | -15.3% | +18.3% | -33.6% | -24.4% |
| 1Y | -46.9% | +26.7% | -73.6% | -54.8% |
| 3Y | +321.3% | +89.6% | +231.7% | +182.1% |
| 5Y | +215.8% | +98.2% | +117.6% | +105.5% |
| All | +180.7% | +128.3% | +52.4% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling