+327.3%
HIMS vs ENTG
+48.2%
+279.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.6% |
| 7D | -2.7% | +8.9% | -11.6% | -6.6% |
| 30D | -12.2% | -0.8% | -11.4% | -12.5% |
| 3M | -3.7% | +6.6% | -10.3% | -10.2% |
| 6M | +25.9% | +22.1% | +3.8% | +8.5% |
| YTD | -14.1% | +70.2% | -84.2% | -38.5% |
| 1Y | -41.6% | +76.7% | -118.3% | -59.5% |
| All | +327.3% | +48.2% | +279.1% | +213.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling