+230.2%
HIMS vs ELF
+239.6%
-9.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.5% | +3.0% |
| 7D | -0.9% | -1.2% | +0.2% | -0.7% |
| 30D | -10.8% | +5.9% | -16.7% | -12.3% |
| 3M | +3.7% | +99.5% | -95.8% | -14.6% |
| 6M | +79.0% | +26.5% | +52.4% | +65.1% |
| YTD | -13.2% | +37.2% | -50.4% | -22.7% |
| 1Y | -43.3% | -24.4% | -18.8% | -41.9% |
| 3Y | +331.4% | -23.3% | +354.7% | +280.7% |
| 5Y | +230.2% | +245.2% | -14.9% | +7.3% |
| All | +230.2% | +239.6% | -9.3% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling