-21.3%
HIMS vs EXC
+5.5%
-26.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.8% | -11.7% |
| 7D | -9.1% | -1.7% | -7.4% | -10.8% |
| 30D | -25.8% | +9.3% | -35.1% | -17.1% |
| 3M | -27.4% | +1.0% | -28.4% | -27.6% |
| All | -21.3% | +5.5% | -26.8% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling