-41.6%
HIMS vs ESTC
-6.1%
-35.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -2.7% | -3.3% | +0.6% | -2.5% |
| 30D | -12.2% | +13.4% | -25.6% | -14.2% |
| 3M | -3.7% | +41.3% | -45.1% | -9.3% |
| 6M | +25.9% | +62.6% | -36.7% | +15.1% |
| YTD | -14.1% | +14.8% | -28.8% | -22.6% |
| 1Y | -41.6% | -5.1% | -36.6% | -40.6% |
| All | -41.6% | -6.1% | -35.5% | -40.6% |
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