+180.7%
HIMS vs EQH
+194.8%
-14.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | -8.2% | +2.8% | -11.0% | -9.6% |
| 3M | -4.7% | +23.1% | -27.8% | -13.0% |
| 6M | +6.3% | +41.4% | -35.1% | -8.5% |
| YTD | -15.3% | +14.3% | -29.5% | -20.8% |
| 1Y | -46.9% | +1.6% | -48.5% | -48.1% |
| 3Y | +321.3% | +102.7% | +218.6% | +246.1% |
| 5Y | +215.8% | +104.5% | +111.3% | +161.0% |
| All | +180.7% | +194.8% | -14.1% | +125.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling