+187.4%
HIMS vs EWZ
+39.0%
+148.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.1% |
| 7D | -0.9% | +5.6% | -6.5% | -2.4% |
| 30D | -10.8% | +9.3% | -20.1% | -12.8% |
| 3M | +3.7% | +15.7% | -12.0% | -0.1% |
| 6M | +79.0% | +7.4% | +71.5% | +76.4% |
| YTD | -13.2% | +22.7% | -35.9% | -17.2% |
| 1Y | -43.3% | +36.4% | -79.6% | -47.1% |
| 3Y | +331.4% | +50.4% | +281.0% | +294.1% |
| 5Y | +230.2% | +67.6% | +162.6% | +194.2% |
| All | +187.4% | +39.0% | +148.4% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling