+101.3%
HIMS vs ELF
+610.0%
-508.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.0% | -4.2% |
| 7D | -18.0% | +3.4% | -21.3% | -18.6% |
| 30D | -33.6% | +5.0% | -38.6% | -34.2% |
| 3M | -34.2% | +22.6% | -56.7% | -37.1% |
| 6M | -21.2% | +104.0% | -125.1% | -32.8% |
| YTD | -39.2% | +49.3% | -88.5% | -45.5% |
| 1Y | -49.4% | +46.0% | -95.5% | -54.5% |
| 3Y | +189.7% | +19.4% | +170.3% | +145.4% |
| 5Y | +166.6% | +262.0% | -95.4% | +65.9% |
| All | +101.3% | +610.0% | -508.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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