+320.2%
HIMS vs EWZ
+47.7%
+272.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.5% |
| 7D | -1.4% | +1.1% | -2.5% | -2.1% |
| 30D | -10.1% | +13.5% | -23.5% | -17.2% |
| 3M | -1.2% | +15.2% | -16.5% | -9.9% |
| 6M | +16.9% | +3.7% | +13.2% | +14.4% |
| YTD | -15.5% | +22.5% | -38.0% | -25.1% |
| 1Y | -42.6% | +35.3% | -77.8% | -52.3% |
| All | +320.2% | +47.7% | +272.5% | +242.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling