+327.3%
HIMS vs EMB
+30.5%
+296.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.8% |
| 30D | -12.2% | -0.3% | -11.9% | -11.4% |
| 3M | -3.7% | -0.3% | -3.4% | -2.0% |
| 6M | +25.9% | +0.7% | +25.2% | +25.8% |
| YTD | -14.1% | +1.3% | -15.3% | -15.5% |
| 1Y | -41.6% | +4.7% | -46.3% | -47.4% |
| All | +327.3% | +30.5% | +296.8% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling