+180.7%
HIMS vs ESI
+248.2%
-67.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | -0.7% | -4.6% | +3.9% | +1.5% |
| 30D | -8.2% | -10.5% | +2.3% | -3.3% |
| 3M | -4.7% | -19.8% | +15.1% | +4.9% |
| 6M | +6.3% | +5.8% | +0.5% | +2.1% |
| YTD | -15.3% | +38.3% | -53.6% | -29.0% |
| 1Y | -46.9% | +31.5% | -78.4% | -54.4% |
| 3Y | +321.3% | +80.7% | +240.6% | +217.9% |
| 5Y | +215.8% | +69.4% | +146.4% | +144.1% |
| All | +180.7% | +248.2% | -67.4% | +103.8% |
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