+95.2%
HIMS vs ESTC
-7.2%
+102.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.3% | -13.3% | -15.5% |
| 7D | -25.6% | -3.6% | -22.0% | -24.6% |
| 30D | -38.1% | -11.2% | -27.0% | -35.6% |
| 3M | -39.8% | +14.3% | -54.1% | -43.6% |
| 6M | -32.3% | +67.0% | -99.3% | -44.9% |
| YTD | -41.1% | +15.7% | -56.7% | -46.5% |
| 1Y | -53.4% | -6.3% | -47.1% | -54.9% |
| 3Y | +180.9% | +14.5% | +166.4% | +135.7% |
| 5Y | +138.5% | -49.9% | +188.4% | +128.5% |
| All | +95.2% | -7.2% | +102.4% | +73.5% |
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