-42.4%
HIMS vs EWZ
+36.3%
-78.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -3.9% | +6.5% | -10.4% | -8.4% |
| 30D | -12.4% | +4.8% | -17.3% | -15.6% |
| 3M | -1.1% | +9.9% | -11.0% | -7.5% |
| 6M | +68.4% | +1.9% | +66.5% | +65.1% |
| YTD | -14.7% | +20.3% | -35.0% | -20.8% |
| 1Y | -42.4% | +35.6% | -78.0% | -46.7% |
| All | -42.4% | +36.3% | -78.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling