+101.3%
HIMS vs ESI
+237.8%
-136.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.0% | -4.2% |
| 7D | -18.0% | +8.3% | -26.3% | -21.2% |
| 30D | -33.6% | -10.4% | -23.2% | -30.3% |
| 3M | -34.2% | -13.2% | -21.0% | -30.3% |
| 6M | -21.2% | -23.9% | +2.7% | -11.9% |
| YTD | -39.2% | +34.2% | -73.4% | -48.8% |
| 1Y | -49.4% | +22.2% | -71.7% | -55.5% |
| 3Y | +189.7% | +79.2% | +110.5% | +118.1% |
| 5Y | +166.6% | +38.1% | +128.5% | +112.8% |
| All | +101.3% | +237.8% | -136.5% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling