+68.4%
HIMS vs ESTC
+74.7%
-6.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | 0.0% |
| 7D | -3.9% | -8.1% | +4.2% | -3.0% |
| 30D | -12.4% | +31.7% | -44.1% | -17.9% |
| 3M | -1.1% | +41.1% | -42.1% | -8.8% |
| 6M | +68.4% | +77.1% | -8.6% | +42.9% |
| All | +68.4% | +74.7% | -6.3% | +42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling