+324.3%
HIMS vs ESTC
+16.0%
+308.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.7% |
| 7D | -3.9% | -8.1% | +4.2% | -2.0% |
| 30D | -12.4% | +31.7% | -44.1% | -19.9% |
| 3M | -1.1% | +41.1% | -42.1% | -11.5% |
| 6M | +68.4% | +77.1% | -8.6% | +40.1% |
| YTD | -14.7% | +21.7% | -36.4% | -21.8% |
| 1Y | -42.4% | +8.4% | -50.8% | -46.1% |
| All | +324.3% | +16.0% | +308.3% | +295.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling