+180.7%
HIMS vs EOG
+148.2%
+32.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -0.7% | +1.5% | -2.2% | -0.8% |
| 30D | -8.2% | +2.9% | -11.2% | -8.4% |
| 3M | -4.7% | +8.7% | -13.4% | -5.5% |
| 6M | +6.3% | +12.9% | -6.6% | +4.8% |
| YTD | -15.3% | +43.8% | -59.1% | -18.5% |
| 1Y | -46.9% | +27.1% | -73.9% | -48.3% |
| 3Y | +321.3% | +25.9% | +295.4% | +309.7% |
| 5Y | +215.8% | +177.9% | +37.9% | +203.1% |
| All | +180.7% | +148.2% | +32.5% | +167.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling