+222.2%
HIMS vs ES
-5.6%
+227.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | -12.4% | -2.0% | -10.5% | -12.1% |
| 3M | -1.1% | +1.7% | -2.7% | -2.2% |
| 6M | +68.4% | -3.5% | +72.0% | +68.9% |
| YTD | -14.7% | +7.9% | -22.6% | -18.2% |
| 1Y | -42.4% | +17.2% | -59.6% | -46.8% |
| 3Y | +304.5% | +29.3% | +275.2% | +249.4% |
| All | +222.2% | -5.6% | +227.8% | +196.5% |
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