+180.7%
HIMS vs EME
+815.5%
-634.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | -1.7% |
| 7D | -0.7% | +3.5% | -4.2% | -2.4% |
| 30D | -8.2% | -6.3% | -1.9% | -5.6% |
| 3M | -4.7% | -3.8% | -1.0% | -3.8% |
| 6M | +6.3% | +8.5% | -2.2% | +1.6% |
| YTD | -15.3% | +27.8% | -43.1% | -25.1% |
| 1Y | -46.9% | +22.2% | -69.1% | -52.1% |
| 3Y | +321.3% | +253.5% | +67.8% | +164.5% |
| 5Y | +215.8% | +578.6% | -362.8% | +66.6% |
| All | +180.7% | +815.5% | -634.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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