-42.4%
HIMS vs ETHA
-44.4%
+2.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.9% |
| 7D | -3.9% | +0.8% | -4.7% | -4.4% |
| 30D | -12.4% | +27.9% | -40.3% | -22.3% |
| 3M | -1.1% | +38.3% | -39.4% | -15.5% |
| 6M | +68.4% | +14.0% | +54.5% | +56.2% |
| YTD | -14.7% | -17.4% | +2.8% | -13.2% |
| 1Y | -42.4% | -42.7% | +0.3% | -34.8% |
| All | -42.4% | -44.4% | +2.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling