+180.0%
HIMS vs ENTG
+202.8%
-22.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | 0.0% |
| 7D | -1.4% | +5.1% | -6.5% | -3.5% |
| 30D | -10.1% | -8.5% | -1.5% | -7.1% |
| 3M | -1.2% | +6.7% | -7.9% | -6.7% |
| 6M | +16.9% | +17.7% | -0.8% | +4.9% |
| YTD | -15.5% | +63.5% | -79.0% | -34.9% |
| 1Y | -42.6% | +73.6% | -116.2% | -57.2% |
| 3Y | +320.2% | +44.6% | +275.7% | +227.8% |
| 5Y | +215.0% | +16.1% | +198.9% | +155.1% |
| All | +180.0% | +202.8% | -22.8% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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