+170.3%
HIMS vs ELF
+283.9%
-113.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | -21.9% | +4.3% | -26.2% | -22.8% |
| 30D | -32.1% | +7.7% | -39.8% | -33.4% |
| 3M | -31.8% | +24.7% | -56.5% | -35.9% |
| 6M | -28.6% | +114.6% | -143.2% | -42.5% |
| YTD | -35.9% | +55.8% | -91.7% | -45.0% |
| 1Y | -47.6% | +51.9% | -99.6% | -54.7% |
| 3Y | +205.6% | +24.6% | +181.0% | +124.2% |
| 5Y | +170.3% | +279.2% | -108.9% | -14.8% |
| All | +170.3% | +283.9% | -113.7% | -14.8% |
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