+187.4%
HIMS vs EXC
+66.2%
+121.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.6% |
| 7D | -0.9% | +1.2% | -2.2% | -1.0% |
| 30D | -10.8% | -2.7% | -8.1% | -10.7% |
| 3M | +3.7% | -1.0% | +4.6% | +3.5% |
| 6M | +79.0% | -9.3% | +88.2% | +79.9% |
| YTD | -13.2% | +3.6% | -16.9% | -14.1% |
| 1Y | -43.3% | +5.9% | -49.2% | -43.9% |
| 3Y | +331.4% | +21.3% | +310.1% | +315.1% |
| 5Y | +230.2% | +46.2% | +184.1% | +211.7% |
| All | +187.4% | +66.2% | +121.2% | +167.4% |
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