+134.1%
HIMS vs ES
+9.8%
+124.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.7% |
| 7D | -9.1% | -0.1% | -9.0% | -9.2% |
| 30D | -25.8% | +5.7% | -31.5% | -26.4% |
| 3M | -27.4% | -2.8% | -24.6% | -27.3% |
| 6M | -18.9% | +7.0% | -25.8% | -20.2% |
| YTD | -29.4% | +6.8% | -36.1% | -30.8% |
| 1Y | -44.1% | -0.5% | -43.6% | -44.6% |
| 3Y | +246.0% | +47.2% | +198.8% | +221.1% |
| 5Y | +177.1% | +2.3% | +174.8% | +165.4% |
| All | +134.1% | +9.8% | +124.3% | +122.2% |
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