+187.4%
HIMS vs ES
+11.6%
+175.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.6% |
| 7D | -0.9% | +1.4% | -2.4% | -1.1% |
| 30D | -10.8% | -1.2% | -9.7% | -10.8% |
| 3M | +3.7% | +5.0% | -1.3% | +2.7% |
| 6M | +79.0% | -2.8% | +81.8% | +79.0% |
| YTD | -13.2% | +8.6% | -21.8% | -15.1% |
| 1Y | -43.3% | +18.9% | -62.2% | -45.4% |
| 3Y | +331.4% | +32.1% | +299.3% | +303.7% |
| 5Y | +230.2% | -5.1% | +235.3% | +215.5% |
| All | +187.4% | +11.6% | +175.8% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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