+180.7%
HIMS vs EQX
+101.2%
+79.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.1% |
| 30D | -8.2% | +7.8% | -16.0% | -9.5% |
| 3M | -4.7% | +21.3% | -26.0% | -8.4% |
| 6M | +6.3% | -22.4% | +28.7% | +10.2% |
| YTD | -15.3% | -11.3% | -4.0% | -15.5% |
| 1Y | -46.9% | +13.5% | -60.4% | -49.6% |
| 3Y | +321.3% | +162.1% | +159.1% | +223.7% |
| 5Y | +215.8% | +84.2% | +131.6% | +142.4% |
| All | +180.7% | +101.2% | +79.6% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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