+101.3%
HIMS vs ENTG
+225.1%
-123.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.5% |
| 7D | -24.1% | +15.2% | -39.3% | -28.8% |
| 30D | -28.8% | -3.6% | -25.2% | -28.9% |
| 3M | -31.4% | -10.0% | -21.5% | -30.0% |
| 6M | -18.3% | +1.8% | -20.1% | -23.2% |
| YTD | -39.2% | +75.5% | -114.7% | -55.5% |
| 1Y | -45.3% | +82.4% | -127.7% | -60.7% |
| 3Y | +181.9% | +58.5% | +123.4% | +108.1% |
| 5Y | +166.6% | +0.4% | +166.3% | +113.2% |
| All | +101.3% | +225.1% | -123.8% | +46.7% |
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