-42.4%
HIMS vs EIX
+7.5%
-49.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.2% |
| 7D | -3.9% | -19.1% | +15.2% | -8.2% |
| 30D | -12.4% | -16.9% | +4.5% | -15.2% |
| 3M | -1.1% | -20.0% | +18.9% | -5.8% |
| 6M | +68.4% | -21.3% | +89.8% | +59.0% |
| YTD | -14.7% | -1.7% | -12.9% | -17.5% |
| 1Y | -42.4% | +9.6% | -52.0% | -44.2% |
| All | -42.4% | +7.5% | -49.9% | -44.2% |
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