-37.7%
HIMS vs EOSE
-85.5%
+47.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.6% | -8.9% | +0.1% |
| 7D | -9.1% | +9.7% | -18.8% | -11.5% |
| 30D | -10.1% | -34.6% | +24.4% | -0.1% |
| 3M | -17.1% | -50.8% | +33.7% | -1.6% |
| 6M | -2.2% | -66.5% | +64.2% | +25.1% |
| YTD | -17.9% | -81.3% | +63.4% | +8.5% |
| 1Y | -37.7% | -84.8% | +47.1% | -15.0% |
| All | -37.7% | -85.5% | +47.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling