+180.0%
HIMS vs EMR
+163.4%
+16.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -1.4% | -1.2% | -0.1% | -0.8% |
| 30D | -10.1% | -9.4% | -0.6% | -6.1% |
| 3M | -1.2% | +8.6% | -9.8% | -4.6% |
| 6M | +16.9% | +6.7% | +10.2% | +13.8% |
| YTD | -15.5% | +13.1% | -28.5% | -19.9% |
| 1Y | -42.6% | +12.7% | -55.3% | -45.5% |
| 3Y | +320.2% | +58.1% | +262.1% | +268.1% |
| 5Y | +215.0% | +63.6% | +151.4% | +169.2% |
| All | +180.0% | +163.4% | +16.6% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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