+215.0%
HIMS vs EWT
+144.9%
+70.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | +1.1% |
| 7D | -1.4% | -1.1% | -0.3% | -0.3% |
| 30D | -10.1% | +4.8% | -14.9% | -14.7% |
| 3M | -1.2% | +11.1% | -12.4% | -12.5% |
| 6M | +16.9% | +54.6% | -37.7% | -28.2% |
| YTD | -15.5% | +71.4% | -86.9% | -54.2% |
| 1Y | -42.6% | +82.1% | -124.7% | -70.8% |
| 3Y | +320.2% | +193.2% | +127.0% | +18.3% |
| 5Y | +215.0% | +146.1% | +68.9% | +26.1% |
| All | +215.0% | +144.9% | +70.2% | +26.1% |
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