+141.5%
HIMS vs EWT
+118.2%
+23.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -24.1% | +9.1% | -33.2% | -31.3% |
| 30D | -28.8% | -12.2% | -16.6% | -19.4% |
| 3M | -31.4% | -9.4% | -22.0% | -25.1% |
| 6M | -18.3% | +2.7% | -20.9% | -23.2% |
| YTD | -39.2% | +53.3% | -92.5% | -63.3% |
| 1Y | -45.3% | +59.2% | -104.4% | -68.4% |
| 3Y | +181.9% | +157.1% | +24.8% | -8.9% |
| All | +141.5% | +118.2% | +23.3% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling