+195.6%
AXP vs HIMS
+101.7%
+93.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | -24.1% | +24.0% | +2.1% |
| 30D | +4.4% | -28.8% | +33.3% | +7.2% |
| 3M | -6.4% | -31.4% | +25.0% | -4.0% |
| 6M | +4.2% | -18.3% | +22.4% | +4.4% |
| YTD | -12.4% | -39.2% | +26.9% | -11.3% |
| 1Y | -11.1% | -45.3% | +34.2% | -9.3% |
| 3Y | +114.9% | +181.9% | -67.0% | +69.0% |
| 5Y | +87.4% | +166.6% | -79.2% | +40.4% |
| All | +195.6% | +101.7% | +93.9% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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