+182.8%
HIMS vs EL
-41.8%
+224.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.3% |
| 7D | -3.9% | +0.8% | -4.7% | -4.2% |
| 30D | -12.4% | +19.8% | -32.3% | -17.2% |
| 3M | -1.1% | +25.7% | -26.8% | -7.8% |
| 6M | +68.4% | +5.4% | +63.0% | +64.0% |
| YTD | -14.7% | +0.2% | -14.9% | -17.1% |
| 1Y | -42.4% | +20.4% | -62.8% | -47.5% |
| 3Y | +304.5% | -32.1% | +336.7% | +312.7% |
| 5Y | +237.5% | -67.2% | +304.7% | +333.5% |
| All | +182.8% | -41.8% | +224.5% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling