+331.4%
HIMS vs ELF
-23.6%
+355.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.5% | +2.8% |
| 7D | -0.9% | -1.2% | +0.2% | -0.7% |
| 30D | -10.8% | +5.9% | -16.7% | -12.0% |
| 3M | +3.7% | +99.5% | -95.8% | -11.2% |
| 6M | +79.0% | +26.5% | +52.4% | +67.2% |
| YTD | -13.2% | +37.2% | -50.4% | -21.2% |
| 1Y | -43.3% | -24.4% | -18.8% | -42.5% |
| 3Y | +331.4% | -23.3% | +354.7% | +303.1% |
| All | +331.4% | -23.6% | +355.0% | +303.1% |
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