+180.0%
HIMS vs ENB
+115.6%
+64.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.9% |
| 7D | -1.4% | -4.6% | +3.2% | -0.5% |
| 30D | -10.1% | -5.2% | -4.9% | -9.3% |
| 3M | -1.2% | -13.4% | +12.2% | +1.1% |
| 6M | +16.9% | -7.8% | +24.7% | +17.8% |
| YTD | -15.5% | +4.9% | -20.4% | -17.7% |
| 1Y | -42.6% | +3.2% | -45.8% | -43.9% |
| 3Y | +320.2% | +71.0% | +249.2% | +261.0% |
| 5Y | +215.0% | +64.0% | +151.0% | +176.6% |
| All | +180.0% | +115.6% | +64.4% | +141.7% |
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