+184.7%
HIMS vs ESTC
-7.9%
+192.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | -2.7% | -3.3% | +0.6% | -1.9% |
| 30D | -12.2% | +13.4% | -25.6% | -17.6% |
| 3M | -3.7% | +41.3% | -45.1% | -16.5% |
| 6M | +25.9% | +62.6% | -36.7% | +3.2% |
| YTD | -14.1% | +14.8% | -28.8% | -21.8% |
| 1Y | -41.6% | -5.1% | -36.6% | -44.1% |
| 3Y | +327.3% | +11.2% | +316.1% | +260.8% |
| 5Y | +207.9% | -47.0% | +254.9% | +191.9% |
| All | +184.7% | -7.9% | +192.6% | +153.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling