+182.8%
HIMS vs AXON
+699.5%
-516.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.6% |
| 7D | -3.9% | -14.2% | +10.2% | -0.4% |
| 30D | -12.4% | -15.4% | +2.9% | -9.1% |
| 3M | -1.1% | +0.5% | -1.6% | -1.9% |
| 6M | +68.4% | -9.5% | +78.0% | +69.4% |
| YTD | -14.7% | -9.2% | -5.5% | -14.9% |
| 1Y | -42.4% | -29.4% | -13.0% | -39.2% |
| 3Y | +304.5% | +139.4% | +165.1% | +202.0% |
| 5Y | +237.5% | +178.9% | +58.6% | +123.6% |
| All | +182.8% | +699.5% | -516.7% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling