+331.4%
HIMS vs EL
-30.9%
+362.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +2.2% |
| 7D | -0.9% | +1.7% | -2.6% | -1.4% |
| 30D | -10.8% | +15.5% | -26.3% | -14.0% |
| 3M | +3.7% | +20.6% | -16.9% | -1.0% |
| 6M | +79.0% | +10.5% | +68.5% | +72.5% |
| YTD | -13.2% | -1.9% | -11.4% | -15.5% |
| 1Y | -43.3% | +16.1% | -59.3% | -47.1% |
| 3Y | +331.4% | -30.2% | +361.6% | +294.8% |
| All | +331.4% | -30.9% | +362.3% | +294.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling