-37.7%
HIMS vs EIX
+18.9%
-56.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +4.4% |
| 7D | -9.1% | +4.5% | -13.6% | -8.1% |
| 30D | -10.1% | +15.2% | -25.4% | -7.1% |
| 3M | -17.1% | -11.6% | -5.5% | -19.8% |
| 6M | -2.2% | -8.4% | +6.1% | -4.2% |
| YTD | -17.9% | +8.2% | -26.1% | -17.9% |
| 1Y | -37.7% | +16.6% | -54.3% | -41.2% |
| All | -37.7% | +18.9% | -56.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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