+327.3%
HIMS vs EWT
+200.7%
+126.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -2.7% | +2.1% | -4.8% | -4.8% |
| 30D | -12.2% | +9.4% | -21.6% | -19.9% |
| 3M | -3.7% | +10.9% | -14.6% | -13.5% |
| 6M | +25.9% | +57.9% | -32.0% | -20.4% |
| YTD | -14.1% | +75.9% | -90.0% | -51.5% |
| 1Y | -41.6% | +89.7% | -131.3% | -69.3% |
| All | +327.3% | +200.7% | +126.6% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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