+327.3%
HIMS vs EVRG
+71.7%
+255.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -1.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | -12.2% | -0.2% | -11.9% | -12.2% |
| 3M | -3.7% | -0.5% | -3.3% | -4.0% |
| 6M | +25.9% | +0.2% | +25.7% | +25.5% |
| YTD | -14.1% | +14.9% | -29.0% | -16.5% |
| 1Y | -41.6% | +18.2% | -59.8% | -43.3% |
| All | +327.3% | +71.7% | +255.6% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 3y: compounded portfolio wealth divided by compounded EVRG 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…
3y analysis · Full analysis span regression · 6 months rolling