+181.9%
HIMS vs EXE
+21.0%
+160.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -24.1% | +5.3% | -29.4% | -25.9% |
| 30D | -28.8% | -2.2% | -26.6% | -28.4% |
| 3M | -31.4% | -5.9% | -25.5% | -30.1% |
| 6M | -18.3% | -5.7% | -12.6% | -17.9% |
| YTD | -39.2% | -17.8% | -21.4% | -34.0% |
| 1Y | -45.3% | -23.1% | -22.1% | -37.8% |
| 3Y | +181.9% | +21.2% | +160.7% | +160.3% |
| All | +181.9% | +21.0% | +160.9% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling