+180.7%
HIMS vs ELV
+83.6%
+97.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -2.0% |
| 7D | -0.7% | +2.8% | -3.5% | -1.1% |
| 30D | -8.2% | +4.9% | -13.1% | -8.8% |
| 3M | -4.7% | +4.9% | -9.6% | -5.5% |
| 6M | +6.3% | +45.1% | -38.8% | +1.0% |
| YTD | -15.3% | +20.7% | -35.9% | -17.6% |
| 1Y | -46.9% | +35.0% | -81.9% | -49.2% |
| 3Y | +321.3% | -2.4% | +323.7% | +312.6% |
| 5Y | +215.8% | +25.5% | +190.4% | +203.6% |
| All | +180.7% | +83.6% | +97.1% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling