-49.4%
HIMS vs EIX
+9.5%
-58.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -18.0% | -1.5% | -16.5% | -18.2% |
| 30D | -33.6% | +8.1% | -41.7% | -32.3% |
| 3M | -34.2% | -12.1% | -22.0% | -35.9% |
| 6M | -21.2% | -13.4% | -7.7% | -24.0% |
| YTD | -39.2% | +5.6% | -44.8% | -38.6% |
| 1Y | -49.4% | +7.8% | -57.3% | -49.0% |
| All | -49.4% | +9.5% | -58.9% | -49.0% |
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