-42.4%
HIMS vs EQH
+2.5%
-44.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -3.9% | +5.5% | -9.4% | -6.4% |
| 30D | -12.4% | +3.2% | -15.7% | -14.2% |
| 3M | -1.1% | +32.5% | -33.6% | -15.5% |
| 6M | +68.4% | +33.7% | +34.7% | +39.7% |
| YTD | -14.7% | +13.4% | -28.1% | -24.5% |
| 1Y | -42.4% | +0.6% | -43.0% | -38.1% |
| All | -42.4% | +2.5% | -44.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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