+141.5%
HIMS vs EW
-7.9%
+149.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | -24.1% | +4.9% | -29.0% | -26.0% |
| 30D | -28.8% | +23.9% | -52.8% | -36.2% |
| 3M | -31.4% | +15.8% | -47.2% | -36.5% |
| 6M | -18.3% | +31.7% | -49.9% | -29.1% |
| YTD | -39.2% | +25.7% | -64.9% | -46.1% |
| 1Y | -45.3% | +24.4% | -69.7% | -51.2% |
| 3Y | +181.9% | +65.9% | +116.0% | +90.5% |
| All | +141.5% | -7.9% | +149.4% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling