+207.9%
HIMS vs EL
-68.4%
+276.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.1% |
| 7D | -2.7% | -2.4% | -0.4% | -1.9% |
| 30D | -12.2% | +13.7% | -25.8% | -16.1% |
| 3M | -3.7% | +14.5% | -18.2% | -8.2% |
| 6M | +25.9% | +7.4% | +18.5% | +21.5% |
| YTD | -14.1% | -4.7% | -9.4% | -15.5% |
| 1Y | -41.6% | +12.9% | -54.6% | -46.5% |
| 3Y | +327.3% | -32.2% | +359.5% | +343.3% |
| 5Y | +207.9% | -68.4% | +276.3% | +427.3% |
| All | +207.9% | -68.4% | +276.3% | +427.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling