+180.0%
HIMS vs ETR
+138.5%
+41.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -1.4% | -1.9% | +0.5% | -1.2% |
| 30D | -10.1% | -0.2% | -9.9% | -10.1% |
| 3M | -1.2% | -3.7% | +2.5% | -0.9% |
| 6M | +16.9% | +2.1% | +14.8% | +16.2% |
| YTD | -15.5% | +16.5% | -32.0% | -17.5% |
| 1Y | -42.6% | +22.5% | -65.1% | -44.2% |
| 3Y | +320.2% | +144.7% | +175.5% | +290.9% |
| 5Y | +215.0% | +125.2% | +89.8% | +195.0% |
| All | +180.0% | +138.5% | +41.5% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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