+101.3%
HIMS vs EXC
+72.6%
+28.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -18.0% | -1.9% | -16.1% | -17.9% |
| 30D | -33.6% | +7.8% | -41.4% | -33.8% |
| 3M | -34.2% | +1.9% | -36.0% | -34.2% |
| 6M | -21.2% | +3.4% | -24.5% | -21.5% |
| YTD | -39.2% | +7.6% | -46.8% | -39.9% |
| 1Y | -49.4% | +2.1% | -51.5% | -49.7% |
| 3Y | +189.7% | +29.6% | +160.1% | +177.3% |
| 5Y | +166.6% | +39.5% | +127.1% | +153.1% |
| All | +101.3% | +72.6% | +28.8% | +86.9% |
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 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