+210.1%
HIMS vs ET
+241.8%
-31.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -0.7% | +0.2% | -1.0% | -0.9% |
| 30D | -8.2% | +2.9% | -11.1% | -9.7% |
| 3M | -4.7% | +16.8% | -21.5% | -13.3% |
| 6M | +6.3% | +18.9% | -12.6% | -5.6% |
| YTD | -15.3% | +37.7% | -53.0% | -31.8% |
| 1Y | -46.9% | +32.4% | -79.3% | -56.0% |
| 3Y | +321.3% | +99.5% | +221.8% | +192.1% |
| All | +210.1% | +241.8% | -31.6% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling