+187.4%
HIMS vs ELV
+76.3%
+111.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.8% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | -10.8% | +2.0% | -12.8% | -11.1% |
| 3M | +3.7% | -3.5% | +7.2% | +3.9% |
| 6M | +79.0% | +40.2% | +38.8% | +70.7% |
| YTD | -13.2% | +15.8% | -29.1% | -15.2% |
| 1Y | -43.3% | +33.2% | -76.4% | -45.7% |
| 3Y | +331.4% | -6.2% | +337.6% | +324.5% |
| 5Y | +230.2% | +16.4% | +213.8% | +219.7% |
| All | +187.4% | +76.3% | +111.2% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling