-46.9%
HIMS vs EFV
+27.7%
-74.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.9% |
| 7D | -0.7% | -0.8% | +0.1% | +0.1% |
| 30D | -8.2% | +0.6% | -8.8% | -8.8% |
| 3M | -4.7% | +7.5% | -12.2% | -11.1% |
| 6M | +6.3% | +13.0% | -6.7% | -6.2% |
| YTD | -15.3% | +18.3% | -33.6% | -30.0% |
| 1Y | -46.9% | +26.7% | -73.6% | -58.9% |
| All | -46.9% | +27.7% | -74.5% | -58.9% |
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