+23.6%
HIMS vs EXE
+182.2%
-158.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.0% |
| 7D | -0.7% | -3.1% | +2.4% | +0.4% |
| 30D | -8.2% | -0.9% | -7.3% | -8.0% |
| 3M | -4.7% | +9.6% | -14.3% | -8.6% |
| 6M | +6.3% | -11.6% | +17.9% | +9.8% |
| YTD | -15.3% | -12.6% | -2.7% | -12.2% |
| 1Y | -46.9% | +1.2% | -48.0% | -48.2% |
| 3Y | +321.3% | +18.0% | +303.3% | +298.5% |
| 5Y | +215.8% | +101.1% | +114.7% | +146.7% |
| All | +23.6% | +182.2% | -158.6% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling