-49.4%
HIMS vs EXC
+3.2%
-52.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -18.0% | -1.9% | -16.1% | -19.2% |
| 30D | -33.6% | +7.8% | -41.4% | -29.4% |
| 3M | -34.2% | +1.9% | -36.0% | -33.1% |
| 6M | -21.2% | +3.4% | -24.5% | -18.5% |
| YTD | -39.2% | +7.6% | -46.8% | -38.8% |
| 1Y | -49.4% | +2.1% | -51.5% | -44.8% |
| All | -49.4% | +3.2% | -52.6% | -44.8% |
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