+327.3%
HIMS vs EFX
-12.7%
+339.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | -2.7% | -9.4% | +6.7% | +1.1% |
| 30D | -12.2% | -6.9% | -5.3% | -9.9% |
| 3M | -3.7% | +0.1% | -3.8% | -6.1% |
| 6M | +25.9% | -17.3% | +43.2% | +34.9% |
| YTD | -14.1% | -21.8% | +7.8% | -6.5% |
| 1Y | -41.6% | -32.5% | -9.1% | -31.1% |
| All | +327.3% | -12.7% | +339.9% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling