+95.2%
HIMS vs EXC
+72.2%
+23.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.6% |
| 7D | -25.6% | +0.1% | -25.6% | -25.6% |
| 30D | -38.1% | +9.0% | -47.2% | -38.4% |
| 3M | -39.8% | +3.3% | -43.1% | -39.9% |
| 6M | -32.3% | +5.7% | -38.0% | -32.7% |
| YTD | -41.1% | +7.3% | -48.4% | -41.7% |
| 1Y | -53.4% | +2.9% | -56.3% | -53.7% |
| 3Y | +180.9% | +29.3% | +151.6% | +168.9% |
| 5Y | +138.5% | +40.1% | +98.5% | +126.3% |
| All | +95.2% | +72.2% | +23.0% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling