+180.7%
HIMS vs ET
+184.8%
-4.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.7% | +0.2% | -1.0% | -0.8% |
| 30D | -8.2% | +2.9% | -11.1% | -8.7% |
| 3M | -4.7% | +16.8% | -21.5% | -7.5% |
| 6M | +6.3% | +18.9% | -12.6% | +2.4% |
| YTD | -15.3% | +37.7% | -53.0% | -20.8% |
| 1Y | -46.9% | +32.4% | -79.3% | -49.9% |
| 3Y | +321.3% | +99.5% | +221.8% | +283.0% |
| 5Y | +215.8% | +244.0% | -28.1% | +177.9% |
| All | +180.7% | +184.8% | -4.1% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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