+116.7%
AXP vs HIMS
+186.4%
-69.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.6% | +16.3% | +1.0% |
| 7D | -0.6% | -25.6% | +24.9% | +1.4% |
| 30D | +5.0% | -38.1% | +43.1% | +8.5% |
| 3M | -4.2% | -39.8% | +35.5% | -1.1% |
| 6M | +2.9% | -32.3% | +35.3% | +4.6% |
| YTD | -11.6% | -41.1% | +29.5% | -10.4% |
| 1Y | -11.1% | -53.4% | +42.3% | -8.4% |
| 3Y | +116.7% | +180.9% | -64.2% | +87.6% |
| All | +116.7% | +186.4% | -69.6% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling