+187.4%
HIMS vs EFX
+27.3%
+160.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.8% |
| 7D | -0.9% | -7.8% | +6.9% | +2.0% |
| 30D | -10.8% | -5.7% | -5.1% | -9.1% |
| 3M | +3.7% | +2.5% | +1.2% | +0.8% |
| 6M | +79.0% | -16.7% | +95.6% | +88.5% |
| YTD | -13.2% | -20.2% | +6.9% | -8.0% |
| 1Y | -43.3% | -31.4% | -11.9% | -36.1% |
| 3Y | +331.4% | -10.5% | +341.9% | +337.8% |
| 5Y | +230.2% | -35.2% | +265.5% | +246.3% |
| All | +187.4% | +27.3% | +160.1% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling