+101.3%
HIMS vs EMB
+13.0%
+88.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.3% |
| 7D | -24.1% | -0.9% | -23.2% | -23.2% |
| 30D | -28.8% | +0.4% | -29.2% | -28.9% |
| 3M | -31.4% | -3.1% | -28.3% | -28.5% |
| 6M | -18.3% | -2.1% | -16.2% | -15.5% |
| YTD | -39.2% | -1.1% | -38.1% | -37.6% |
| 1Y | -45.3% | -0.1% | -45.2% | -44.4% |
| 3Y | +181.9% | +29.6% | +152.3% | +128.0% |
| 5Y | +166.6% | +7.2% | +159.4% | +132.3% |
| All | +101.3% | +13.0% | +88.4% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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