-41.1%
HIMS vs EXC
+5.9%
-47.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +2.2% |
| 7D | -0.9% | +1.2% | -2.2% | 0.0% |
| 30D | -10.8% | -2.7% | -8.1% | -12.2% |
| 3M | +3.7% | -1.0% | +4.6% | +3.4% |
| 6M | +79.0% | -9.3% | +88.2% | +76.0% |
| YTD | -13.2% | +3.6% | -16.9% | -15.1% |
| All | -41.1% | +5.9% | -47.0% | -37.8% |
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