+182.8%
HIMS vs EIX
+8.3%
+174.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -3.9% | -19.1% | +15.2% | -2.1% |
| 30D | -12.4% | -16.9% | +4.5% | -11.2% |
| 3M | -1.1% | -20.0% | +18.9% | +0.4% |
| 6M | +68.4% | -21.3% | +89.8% | +71.0% |
| YTD | -14.7% | -1.7% | -12.9% | -17.0% |
| 1Y | -42.4% | +9.6% | -52.0% | -45.3% |
| 3Y | +304.5% | -3.7% | +308.2% | +291.0% |
| 5Y | +237.5% | +22.6% | +214.9% | +217.8% |
| All | +182.8% | +8.3% | +174.4% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling