+114.1%
HIMS vs ZETA
+235.0%
-120.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -0.7% | -3.7% | +3.0% | +0.3% |
| 30D | -8.2% | +5.7% | -13.9% | -9.8% |
| 3M | -4.7% | +50.4% | -55.2% | -15.2% |
| 6M | +6.3% | +65.5% | -59.2% | -8.5% |
| YTD | -15.3% | +48.3% | -63.6% | -25.7% |
| 1Y | -46.9% | +45.4% | -92.2% | -53.5% |
| 3Y | +321.3% | +270.8% | +50.5% | +150.5% |
| 5Y | +215.8% | +336.1% | -120.3% | +66.2% |
| All | +114.1% | +235.0% | -120.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling