+196.0%
AXP vs HIMS
+165.8%
+30.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.1% | -9.3% | -1.9% |
| 7D | +0.6% | -6.1% | +6.7% | +1.0% |
| 30D | +5.8% | -12.0% | +17.8% | +6.8% |
| 3M | -6.0% | -12.3% | +6.3% | -5.5% |
| 6M | +0.3% | -3.3% | +3.6% | -0.9% |
| YTD | -12.3% | -19.9% | +7.7% | -13.1% |
| 1Y | -11.2% | -37.4% | +26.1% | -10.2% |
| 3Y | +117.0% | +314.0% | -197.0% | +64.9% |
| 5Y | +93.2% | +212.1% | -119.0% | +42.1% |
| All | +196.0% | +165.8% | +30.1% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling