+182.8%
HIMS vs EW
+23.0%
+159.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -12.4% | +1.0% | -13.5% | -12.8% |
| 3M | -1.1% | +2.8% | -3.9% | -2.1% |
| 6M | +68.4% | +5.5% | +63.0% | +65.1% |
| YTD | -14.7% | +5.5% | -20.1% | -16.4% |
| 1Y | -42.4% | +11.0% | -53.4% | -44.8% |
| 3Y | +304.5% | +17.7% | +286.8% | +261.9% |
| 5Y | +237.5% | -25.7% | +263.3% | +245.1% |
| All | +182.8% | +23.0% | +159.7% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling