+181.9%
HIMS vs EW
+62.8%
+119.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -24.1% | +4.9% | -29.0% | -25.3% |
| 30D | -28.8% | +23.9% | -52.8% | -33.6% |
| 3M | -31.4% | +15.8% | -47.2% | -34.7% |
| 6M | -18.3% | +31.7% | -49.9% | -25.2% |
| YTD | -39.2% | +25.7% | -64.9% | -43.7% |
| 1Y | -45.3% | +24.4% | -69.7% | -49.2% |
| 3Y | +181.9% | +65.9% | +116.0% | +121.3% |
| All | +181.9% | +62.8% | +119.1% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling