+182.8%
HIMS vs EFV
+130.2%
+52.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.9% | +1.5% | -5.4% | -4.9% |
| 30D | -12.4% | +1.7% | -14.2% | -13.5% |
| 3M | -1.1% | +8.6% | -9.7% | -6.4% |
| 6M | +68.4% | +11.7% | +56.8% | +56.8% |
| YTD | -14.7% | +19.3% | -33.9% | -24.3% |
| 1Y | -42.4% | +30.2% | -72.6% | -51.8% |
| 3Y | +304.5% | +91.6% | +212.9% | +169.0% |
| 5Y | +237.5% | +96.4% | +141.1% | +119.1% |
| All | +182.8% | +130.2% | +52.6% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling