-37.7%
HIMS vs ESTC
+1.6%
-39.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.9% |
| 7D | -9.1% | -15.9% | +6.8% | -6.7% |
| 30D | -10.1% | -5.5% | -4.6% | -9.2% |
| 3M | -17.1% | +26.2% | -43.3% | -20.7% |
| 6M | -2.2% | +77.0% | -79.3% | -11.9% |
| YTD | -17.9% | +18.9% | -36.8% | -26.7% |
| 1Y | -37.7% | +1.3% | -39.0% | -44.4% |
| All | -37.7% | +1.6% | -39.2% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling