+182.8%
HIMS vs ELF
+585.9%
-403.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.9% |
| 7D | -3.9% | +5.4% | -9.3% | -5.1% |
| 30D | -12.4% | +27.0% | -39.4% | -17.1% |
| 3M | -1.1% | +113.2% | -114.3% | -16.5% |
| 6M | +68.4% | +36.6% | +31.9% | +55.3% |
| YTD | -14.7% | +44.2% | -58.9% | -23.0% |
| 1Y | -42.4% | -18.0% | -24.4% | -42.4% |
| 3Y | +304.5% | -19.9% | +324.5% | +271.9% |
| 5Y | +237.5% | +257.7% | -20.2% | +111.1% |
| All | +182.8% | +585.9% | -403.1% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling