+101.3%
HIMS vs ENB
+115.1%
-13.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.3% |
| 7D | -18.0% | 0.0% | -18.0% | -18.1% |
| 30D | -33.6% | +1.4% | -35.0% | -33.8% |
| 3M | -34.2% | -5.2% | -29.0% | -33.7% |
| 6M | -21.2% | -9.9% | -11.2% | -20.2% |
| YTD | -39.2% | +4.7% | -43.9% | -40.8% |
| 1Y | -49.4% | +2.8% | -52.2% | -50.6% |
| 3Y | +189.7% | +71.3% | +118.4% | +148.7% |
| 5Y | +166.6% | +58.6% | +108.0% | +134.6% |
| All | +101.3% | +115.1% | -13.8% | +73.7% |
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