+177.1%
HIMS vs EXC
+43.6%
+133.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.8% | -11.8% |
| 7D | -9.1% | -1.7% | -7.4% | -9.2% |
| 30D | -25.8% | +9.3% | -35.1% | -25.7% |
| 3M | -27.4% | +1.0% | -28.4% | -27.3% |
| 6M | -18.9% | +5.9% | -24.8% | -19.2% |
| YTD | -29.4% | +7.6% | -37.0% | -30.2% |
| 1Y | -44.1% | +2.4% | -46.5% | -44.3% |
| 3Y | +246.0% | +30.2% | +215.8% | +222.4% |
| 5Y | +177.1% | +41.4% | +135.7% | +143.1% |
| All | +177.1% | +43.6% | +133.5% | +143.1% |
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