-37.7%
HIMS vs EXC
+1.0%
-38.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +5.0% |
| 7D | -9.1% | +3.3% | -12.4% | -6.8% |
| 30D | -10.1% | +13.3% | -23.4% | -0.6% |
| 3M | -17.1% | +1.8% | -18.9% | -15.9% |
| 6M | -2.2% | +1.1% | -3.3% | +0.9% |
| YTD | -17.9% | +9.0% | -26.9% | -16.5% |
| 1Y | -37.7% | +3.4% | -41.1% | -31.6% |
| All | -37.7% | +1.0% | -38.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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