+101.3%
HIMS vs ENB
+113.2%
-11.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -24.1% | +1.7% | -25.8% | -24.4% |
| 30D | -28.8% | +0.7% | -29.5% | -29.0% |
| 3M | -31.4% | -5.8% | -25.6% | -30.9% |
| 6M | -18.3% | -11.3% | -6.9% | -17.0% |
| YTD | -39.2% | +3.7% | -42.9% | -40.8% |
| 1Y | -45.3% | +2.8% | -48.0% | -46.5% |
| 3Y | +181.9% | +67.7% | +114.2% | +143.0% |
| 5Y | +166.6% | +57.1% | +109.5% | +135.0% |
| All | +101.3% | +113.2% | -11.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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