+95.2%
HIMS vs EW
+42.3%
+52.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.4% |
| 7D | -25.6% | +9.3% | -34.8% | -28.1% |
| 30D | -38.1% | +22.1% | -60.2% | -42.6% |
| 3M | -39.8% | +13.0% | -52.8% | -42.6% |
| 6M | -32.3% | +30.1% | -62.4% | -39.0% |
| YTD | -41.1% | +22.0% | -63.1% | -45.4% |
| 1Y | -53.4% | +23.7% | -77.1% | -57.0% |
| 3Y | +180.9% | +62.0% | +118.9% | +122.0% |
| 5Y | +138.5% | -12.4% | +151.0% | +130.5% |
| All | +95.2% | +42.3% | +52.9% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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