+210.1%
HIMS vs IEMG
+48.5%
+161.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | -1.4% |
| 7D | -0.7% | -1.3% | +0.6% | +1.0% |
| 30D | -8.2% | +1.9% | -10.1% | -10.2% |
| 3M | -4.7% | +1.4% | -6.1% | -5.8% |
| 6M | +6.3% | +15.2% | -8.9% | -11.4% |
| YTD | -15.3% | +23.8% | -39.1% | -36.4% |
| 1Y | -46.9% | +30.7% | -77.5% | -62.8% |
| 3Y | +321.3% | +83.3% | +238.0% | +85.2% |
| All | +210.1% | +48.5% | +161.6% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling