+101.3%
HIMS vs EIX
+16.7%
+84.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -24.1% | +1.4% | -25.5% | -24.2% |
| 30D | -28.8% | +8.5% | -37.4% | -29.5% |
| 3M | -31.4% | -13.5% | -18.0% | -30.7% |
| 6M | -18.3% | -12.4% | -5.9% | -18.1% |
| YTD | -39.2% | +5.9% | -45.1% | -41.4% |
| 1Y | -45.3% | +7.6% | -52.9% | -47.4% |
| 3Y | +181.9% | +12.8% | +169.1% | +166.9% |
| 5Y | +166.6% | +19.2% | +147.4% | +150.5% |
| All | +101.3% | +16.7% | +84.6% | +87.0% |
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