+180.7%
HIMS vs EWJ
+101.9%
+78.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -1.9% |
| 7D | -0.7% | +0.3% | -1.0% | -1.0% |
| 30D | -8.2% | +0.8% | -9.0% | -9.0% |
| 3M | -4.7% | +7.5% | -12.2% | -10.9% |
| 6M | +6.3% | +15.6% | -9.3% | -7.1% |
| YTD | -15.3% | +22.7% | -38.0% | -31.2% |
| 1Y | -46.9% | +26.4% | -73.3% | -58.1% |
| 3Y | +321.3% | +72.5% | +248.8% | +153.1% |
| 5Y | +215.8% | +52.4% | +163.4% | +97.3% |
| All | +180.7% | +101.9% | +78.8% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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