+171.0%
HIMS vs EOSE
-60.6%
+231.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -0.7% | +1.8% | -2.5% | -1.2% |
| 30D | -8.2% | -6.8% | -1.4% | -7.4% |
| 3M | -4.7% | -36.3% | +31.6% | +2.6% |
| 6M | +6.3% | -38.8% | +45.1% | +13.8% |
| YTD | -15.3% | -65.5% | +50.3% | -3.1% |
| 1Y | -46.9% | -45.3% | -1.6% | -45.0% |
| 3Y | +321.3% | +44.2% | +277.1% | +224.7% |
| 5Y | +215.8% | -69.5% | +285.3% | +192.2% |
| All | +171.0% | -60.6% | +231.7% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling