+180.7%
HIMS vs EWZ
+37.5%
+143.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | -0.7% | +0.9% | -1.6% | -1.0% |
| 30D | -8.2% | +12.8% | -21.0% | -11.0% |
| 3M | -4.7% | +10.8% | -15.5% | -7.2% |
| 6M | +6.3% | +2.5% | +3.8% | +5.8% |
| YTD | -15.3% | +21.4% | -36.6% | -18.9% |
| 1Y | -46.9% | +32.8% | -79.6% | -50.2% |
| 3Y | +321.3% | +45.2% | +276.1% | +287.5% |
| 5Y | +215.8% | +63.0% | +152.9% | +182.5% |
| All | +180.7% | +37.5% | +143.2% | +148.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling