+184.7%
HIMS vs IEMG
+99.8%
+84.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.5% |
| 7D | -2.7% | +1.6% | -4.3% | -4.2% |
| 30D | -12.2% | +4.6% | -16.8% | -15.4% |
| 3M | -3.7% | +4.8% | -8.6% | -6.8% |
| 6M | +25.9% | +16.8% | +9.1% | +12.0% |
| YTD | -14.1% | +24.8% | -38.9% | -27.7% |
| 1Y | -41.6% | +34.3% | -75.9% | -53.5% |
| 3Y | +327.3% | +87.0% | +240.3% | +168.2% |
| 5Y | +207.9% | +49.9% | +158.0% | +116.9% |
| All | +184.7% | +99.8% | +84.9% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling