+197.3%
HIMS vs ELF
+24.7%
+172.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | -21.9% | +4.3% | -26.2% | -22.7% |
| 30D | -32.1% | +7.7% | -39.8% | -33.2% |
| 3M | -31.8% | +24.7% | -56.5% | -35.3% |
| 6M | -28.6% | +114.6% | -143.2% | -40.3% |
| YTD | -35.9% | +55.8% | -91.7% | -43.7% |
| 1Y | -47.6% | +51.9% | -99.6% | -53.7% |
| All | +197.3% | +24.7% | +172.6% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling