+224.9%
HIMS vs EXC
+47.6%
+177.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -3.9% | +0.3% | -4.2% | -3.9% |
| 30D | -12.4% | -3.7% | -8.7% | -12.4% |
| 3M | -1.1% | -1.3% | +0.2% | -1.3% |
| 6M | +68.4% | -9.7% | +78.2% | +69.5% |
| YTD | -14.7% | +2.9% | -17.6% | -15.9% |
| 1Y | -42.4% | +4.4% | -46.8% | -43.3% |
| 3Y | +304.5% | +22.2% | +282.3% | +276.4% |
| All | +224.9% | +47.6% | +177.3% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling