-37.7%
HIMS vs IEMG
+13.6%
-51.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.5% |
| 7D | -9.1% | -3.1% | -6.0% | -5.0% |
| 30D | -10.1% | -10.3% | +0.2% | +4.5% |
| 3M | -17.1% | -6.6% | -10.5% | -8.6% |
| 6M | -2.2% | -3.9% | +1.6% | +2.8% |
| YTD | -17.9% | +12.4% | -30.3% | -35.3% |
| 1Y | -37.7% | +13.9% | -51.6% | -52.0% |
| All | -37.7% | +13.6% | -51.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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