+246.0%
HIMS vs EXC
+28.9%
+217.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.8% | -11.7% |
| 7D | -9.1% | -1.7% | -7.4% | -9.5% |
| 30D | -25.8% | +9.3% | -35.1% | -23.8% |
| 3M | -27.4% | +1.0% | -28.4% | -26.9% |
| 6M | -18.9% | +5.9% | -24.8% | -17.5% |
| YTD | -29.4% | +7.6% | -37.0% | -28.6% |
| 1Y | -44.1% | +2.4% | -46.5% | -43.3% |
| 3Y | +246.0% | +30.2% | +215.8% | +233.8% |
| All | +246.0% | +28.9% | +217.1% | +233.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling