+207.7%
HIMS vs ES
+1.4%
+206.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +11.0% | +8.7% |
| 7D | -6.1% | +1.9% | -8.0% | -6.6% |
| 30D | -12.0% | +7.1% | -19.0% | -13.7% |
| 3M | -12.3% | -1.9% | -10.4% | -12.3% |
| 6M | -3.3% | +4.4% | -7.6% | -5.6% |
| YTD | -19.9% | +7.3% | -27.2% | -23.4% |
| 1Y | -37.4% | +2.1% | -39.5% | -39.3% |
| 3Y | +314.0% | +41.8% | +272.2% | +245.9% |
| All | +207.7% | +1.4% | +206.3% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling