+184.7%
HIMS vs IEFA
+99.1%
+85.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.1% |
| 7D | -2.7% | -0.5% | -2.3% | -2.3% |
| 30D | -12.2% | -1.1% | -11.1% | -11.1% |
| 3M | -3.7% | +5.1% | -8.8% | -7.6% |
| 6M | +25.9% | +9.3% | +16.6% | +16.9% |
| YTD | -14.1% | +13.0% | -27.0% | -22.9% |
| 1Y | -41.6% | +19.2% | -60.8% | -50.1% |
| 3Y | +327.3% | +67.0% | +260.3% | +181.0% |
| 5Y | +207.9% | +51.1% | +156.8% | +111.3% |
| All | +184.7% | +99.1% | +85.5% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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