+180.0%
HIMS vs EL
-45.9%
+225.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | -1.4% | -4.4% | +3.0% | 0.0% |
| 30D | -10.1% | +10.3% | -20.3% | -12.7% |
| 3M | -1.2% | +13.4% | -14.6% | -5.0% |
| 6M | +16.9% | +3.1% | +13.8% | +14.8% |
| YTD | -15.5% | -6.9% | -8.6% | -16.0% |
| 1Y | -42.6% | +11.9% | -54.5% | -46.4% |
| 3Y | +320.2% | -33.8% | +354.0% | +330.4% |
| 5Y | +215.0% | -69.0% | +284.0% | +313.0% |
| All | +180.0% | -45.9% | +225.9% | +246.1% |
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