+180.0%
HIMS vs EQH
+190.7%
-10.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -1.4% | -1.8% | +0.4% | -0.7% |
| 30D | -10.1% | +2.4% | -12.5% | -11.3% |
| 3M | -1.2% | +26.3% | -27.5% | -10.8% |
| 6M | +16.9% | +35.8% | -18.9% | +2.2% |
| YTD | -15.5% | +12.7% | -28.2% | -20.6% |
| 1Y | -42.6% | +2.5% | -45.0% | -44.0% |
| 3Y | +320.2% | +98.6% | +221.6% | +247.7% |
| 5Y | +215.0% | +101.7% | +113.3% | +161.8% |
| All | +180.0% | +190.7% | -10.7% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling