+187.4%
HIMS vs EWJ
+100.7%
+86.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.0% |
| 7D | -0.9% | +2.9% | -3.8% | -3.8% |
| 30D | -10.8% | +1.1% | -11.9% | -11.9% |
| 3M | +3.7% | +7.1% | -3.4% | -2.7% |
| 6M | +79.0% | +16.2% | +62.8% | +56.1% |
| YTD | -13.2% | +22.0% | -35.2% | -29.1% |
| 1Y | -43.3% | +26.2% | -69.5% | -55.1% |
| 3Y | +331.4% | +73.5% | +257.9% | +158.2% |
| 5Y | +230.2% | +52.7% | +177.6% | +107.0% |
| All | +187.4% | +100.7% | +86.8% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling