+180.7%
HIMS vs AXON
+643.2%
-462.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -0.7% | -7.0% | +6.3% | +1.1% |
| 30D | -8.2% | -20.1% | +11.9% | -3.1% |
| 3M | -4.7% | +7.4% | -12.1% | -6.9% |
| 6M | +6.3% | -7.4% | +13.7% | +6.8% |
| YTD | -15.3% | -15.6% | +0.3% | -14.0% |
| 1Y | -46.9% | -36.2% | -10.7% | -42.5% |
| 3Y | +321.3% | +124.8% | +196.4% | +219.4% |
| 5Y | +215.8% | +166.6% | +49.3% | +112.6% |
| All | +180.7% | +643.2% | -462.4% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling