+184.7%
HIMS vs EXC
+65.3%
+119.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.7% | +0.3% | -3.1% | -2.7% |
| 30D | -12.2% | -0.9% | -11.3% | -12.2% |
| 3M | -3.7% | -2.7% | -1.0% | -3.8% |
| 6M | +25.9% | -9.4% | +35.3% | +26.5% |
| YTD | -14.1% | +3.0% | -17.1% | -14.9% |
| 1Y | -41.6% | +5.1% | -46.8% | -42.3% |
| 3Y | +327.3% | +20.6% | +306.7% | +311.2% |
| 5Y | +207.9% | +45.7% | +162.2% | +190.7% |
| All | +184.7% | +65.3% | +119.4% | +164.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling