+180.0%
HIMS vs EIX
+8.3%
+171.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | -10.1% | -18.8% | +8.7% | -8.5% |
| 3M | -1.2% | -19.7% | +18.5% | +0.2% |
| 6M | +16.9% | -18.2% | +35.2% | +18.0% |
| YTD | -15.5% | -1.7% | -13.7% | -17.8% |
| 1Y | -42.6% | +7.8% | -50.3% | -45.2% |
| 3Y | +320.2% | -5.6% | +325.8% | +307.5% |
| 5Y | +215.0% | +23.7% | +191.4% | +196.5% |
| All | +180.0% | +8.3% | +171.7% | +162.4% |
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