+331.4%
HIMS vs EW
+14.1%
+317.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.8% |
| 7D | -0.9% | -4.4% | +3.5% | +0.5% |
| 30D | -10.8% | -3.3% | -7.5% | -9.9% |
| 3M | +3.7% | +1.0% | +2.7% | +3.3% |
| 6M | +79.0% | +6.2% | +72.7% | +75.8% |
| YTD | -13.2% | +1.7% | -15.0% | -13.9% |
| 1Y | -43.3% | +8.1% | -51.4% | -44.5% |
| 3Y | +331.4% | +17.1% | +314.3% | +267.9% |
| All | +331.4% | +14.1% | +317.3% | +267.9% |
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