+182.8%
HIMS vs EWT
+371.5%
-188.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -2.0% |
| 7D | -3.9% | +4.0% | -7.9% | -7.1% |
| 30D | -12.4% | +10.3% | -22.8% | -19.5% |
| 3M | -1.1% | +6.1% | -7.2% | -5.8% |
| 6M | +68.4% | +56.6% | +11.8% | +17.6% |
| YTD | -14.7% | +76.6% | -91.2% | -46.3% |
| 1Y | -42.4% | +97.9% | -140.3% | -66.7% |
| 3Y | +304.5% | +198.0% | +106.5% | +74.1% |
| 5Y | +237.5% | +151.8% | +85.8% | +58.4% |
| All | +182.8% | +371.5% | -188.8% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling