+20.5%
HIMS vs ETHA
-30.2%
+50.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.4% | -2.4% | +1.1% | -0.3% |
| 30D | -10.1% | +30.9% | -41.0% | -20.1% |
| 3M | -1.2% | +51.1% | -52.4% | -17.5% |
| 6M | +16.9% | +20.5% | -3.6% | +7.1% |
| YTD | -15.5% | -17.3% | +1.8% | -11.6% |
| 1Y | -42.6% | -43.2% | +0.7% | -31.2% |
| All | +20.5% | -30.2% | +50.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling