+181.9%
HIMS vs ES
+53.3%
+128.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -24.1% | +2.7% | -26.8% | -24.4% |
| 30D | -28.8% | +7.6% | -36.4% | -29.9% |
| 3M | -31.4% | +0.5% | -31.9% | -31.6% |
| 6M | -18.3% | +7.6% | -25.9% | -20.5% |
| YTD | -39.2% | +10.2% | -49.5% | -42.2% |
| 1Y | -45.3% | +1.8% | -47.1% | -46.5% |
| 3Y | +181.9% | +55.4% | +126.5% | +111.7% |
| All | +181.9% | +53.3% | +128.5% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling