+187.4%
HIMS vs EOG
+144.8%
+42.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.7% |
| 7D | -0.9% | -2.0% | +1.1% | -0.8% |
| 30D | -10.8% | +7.9% | -18.7% | -11.2% |
| 3M | +3.7% | +4.5% | -0.8% | +3.1% |
| 6M | +79.0% | +12.3% | +66.7% | +76.4% |
| YTD | -13.2% | +41.9% | -55.1% | -16.5% |
| 1Y | -43.3% | +27.8% | -71.1% | -44.8% |
| 3Y | +331.4% | +21.8% | +309.6% | +320.3% |
| 5Y | +230.2% | +174.0% | +56.2% | +217.2% |
| All | +187.4% | +144.8% | +42.7% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EOG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling