+220.3%
HIMS vs EFV
+94.7%
+125.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.2% |
| 30D | -12.2% | 0.0% | -12.2% | -12.2% |
| 3M | -3.7% | +8.4% | -12.1% | -12.7% |
| 6M | +25.9% | +12.3% | +13.6% | +9.7% |
| YTD | -14.1% | +17.4% | -31.5% | -29.7% |
| 1Y | -41.6% | +27.1% | -68.7% | -56.8% |
| 3Y | +327.3% | +90.7% | +236.5% | +91.5% |
| All | +220.3% | +94.7% | +125.7% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling