+20.8%
HIMS vs ETHA
-27.9%
+48.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -3.0% | -1.2% |
| 7D | -0.7% | +3.5% | -4.2% | -2.2% |
| 30D | -8.2% | +35.3% | -43.5% | -19.6% |
| 3M | -4.7% | +50.9% | -55.6% | -20.4% |
| 6M | +6.3% | +22.1% | -15.8% | -3.3% |
| YTD | -15.3% | -14.6% | -0.7% | -12.7% |
| 1Y | -46.9% | -42.8% | -4.1% | -36.7% |
| All | +20.8% | -27.9% | +48.8% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling