-42.4%
HIMS vs AXON
-28.9%
-13.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.5% |
| 7D | -3.9% | -14.2% | +10.2% | -0.7% |
| 30D | -12.4% | -15.4% | +2.9% | -9.4% |
| 3M | -1.1% | +0.5% | -1.6% | -0.6% |
| 6M | +68.4% | -9.5% | +78.0% | +66.6% |
| YTD | -14.7% | -9.2% | -5.5% | -14.2% |
| 1Y | -42.4% | -29.4% | -13.0% | -39.5% |
| All | -42.4% | -28.9% | -13.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 1y: compounded portfolio wealth divided by compounded AXON 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…
1y analysis · Full analysis span regression · 6 months rolling