+210.1%
HIMS vs ELAN
-30.9%
+241.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -0.7% | -5.4% | +4.7% | +1.3% |
| 30D | -8.2% | +4.7% | -12.9% | -9.9% |
| 3M | -4.7% | -3.7% | -1.1% | -4.6% |
| 6M | +6.3% | -1.2% | +7.5% | +4.5% |
| YTD | -15.3% | +2.4% | -17.7% | -18.0% |
| 1Y | -46.9% | +23.4% | -70.2% | -52.6% |
| 3Y | +321.3% | +96.7% | +224.6% | +183.5% |
| All | +210.1% | -30.9% | +241.1% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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