+170.3%
HIMS vs ZETA
+271.1%
-100.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.6% | +1.2% | +6.7% |
| 7D | -21.9% | +18.8% | -40.7% | -26.0% |
| 30D | -32.1% | +12.6% | -44.7% | -34.5% |
| 3M | -31.8% | +29.5% | -61.3% | -37.0% |
| 6M | -28.6% | +128.6% | -157.2% | -44.5% |
| YTD | -35.9% | +85.5% | -121.4% | -47.7% |
| 1Y | -47.6% | +90.6% | -138.3% | -57.7% |
| 3Y | +205.6% | +358.0% | -152.4% | +64.0% |
| 5Y | +170.3% | +282.0% | -111.7% | +28.5% |
| All | +170.3% | +271.1% | -100.8% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling