+101.3%
HIMS vs EIX
+16.4%
+84.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -18.0% | -1.5% | -16.5% | -17.9% |
| 30D | -33.6% | +8.1% | -41.7% | -34.2% |
| 3M | -34.2% | -12.1% | -22.0% | -33.7% |
| 6M | -21.2% | -13.4% | -7.7% | -20.8% |
| YTD | -39.2% | +5.6% | -44.8% | -41.4% |
| 1Y | -49.4% | +7.8% | -57.3% | -51.5% |
| 3Y | +189.7% | +9.8% | +179.9% | +175.4% |
| 5Y | +166.6% | +18.8% | +147.8% | +150.6% |
| All | +101.3% | +16.4% | +84.9% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling