+182.8%
HIMS vs ESTC
-2.3%
+185.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.1% |
| 7D | -3.9% | -8.1% | +4.2% | -1.5% |
| 30D | -12.4% | +31.7% | -44.1% | -21.8% |
| 3M | -1.1% | +41.1% | -42.1% | -14.0% |
| 6M | +68.4% | +77.1% | -8.6% | +34.1% |
| YTD | -14.7% | +21.7% | -36.4% | -23.8% |
| 1Y | -42.4% | +8.4% | -50.8% | -47.3% |
| 3Y | +304.5% | +23.6% | +280.9% | +229.2% |
| 5Y | +237.5% | -46.5% | +284.0% | +216.7% |
| All | +182.8% | -2.3% | +185.1% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling