+101.3%
HIMS vs EL
-37.3%
+138.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -24.1% | +1.5% | -25.7% | -24.6% |
| 30D | -28.8% | +10.0% | -38.8% | -30.9% |
| 3M | -31.4% | +28.4% | -59.8% | -36.6% |
| 6M | -18.3% | +37.1% | -55.3% | -26.2% |
| YTD | -39.2% | +7.8% | -47.1% | -42.3% |
| 1Y | -45.3% | +26.0% | -71.3% | -50.7% |
| 3Y | +181.9% | +3.8% | +178.0% | +147.9% |
| 5Y | +166.6% | -65.2% | +231.8% | +235.3% |
| All | +101.3% | -37.3% | +138.7% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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