+327.3%
HIMS vs ZETA
+272.3%
+54.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.7% | -0.1% | -2.7% | -2.9% |
| 30D | -12.2% | +10.5% | -22.6% | -14.8% |
| 3M | -3.7% | +44.3% | -48.0% | -13.4% |
| 6M | +25.9% | +59.4% | -33.5% | +9.2% |
| YTD | -14.1% | +49.5% | -63.6% | -24.9% |
| 1Y | -41.6% | +62.7% | -104.3% | -50.2% |
| All | +327.3% | +272.3% | +54.9% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling