+174.9%
HIMS vs EOSE
-58.6%
+233.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.3% |
| 7D | -2.7% | +15.0% | -17.7% | -5.5% |
| 30D | -12.2% | +2.5% | -14.7% | -13.1% |
| 3M | -3.7% | -33.7% | +30.0% | +2.9% |
| 6M | +25.9% | -32.7% | +58.6% | +32.5% |
| YTD | -14.1% | -63.8% | +49.7% | -2.6% |
| 1Y | -41.6% | -40.5% | -1.1% | -40.5% |
| 3Y | +327.3% | +50.4% | +276.9% | +226.6% |
| 5Y | +207.9% | -68.6% | +276.5% | +183.9% |
| All | +174.9% | -58.6% | +233.5% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling