+321.3%
HIMS vs ELV
-2.1%
+323.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -0.7% | +3.2% | -3.9% | -0.9% |
| 30D | -8.2% | +5.4% | -13.6% | -8.4% |
| 3M | -4.7% | +5.4% | -10.1% | -5.2% |
| 6M | +6.3% | +45.7% | -39.4% | +3.6% |
| YTD | -15.3% | +21.2% | -36.5% | -15.9% |
| 1Y | -46.9% | +35.6% | -82.5% | -47.8% |
| 3Y | +321.3% | -2.0% | +323.3% | +261.9% |
| All | +321.3% | -2.1% | +323.4% | +261.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling