+112.3%
HIMS vs ESI
+245.2%
-132.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.8% | +6.9% |
| 7D | -21.9% | +1.8% | -23.8% | -22.6% |
| 30D | -32.1% | -6.6% | -25.5% | -30.1% |
| 3M | -31.8% | -9.4% | -22.4% | -29.4% |
| 6M | -28.6% | -24.1% | -4.5% | -20.0% |
| YTD | -35.9% | +37.1% | -73.0% | -46.6% |
| 1Y | -47.6% | +24.5% | -72.2% | -54.4% |
| 3Y | +205.6% | +83.2% | +122.4% | +127.6% |
| 5Y | +170.3% | +44.0% | +126.3% | +112.8% |
| All | +112.3% | +245.2% | -132.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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