+180.7%
HIMS vs EXEL
+191.8%
-11.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.6% |
| 7D | -0.7% | -4.9% | +4.2% | +0.1% |
| 30D | -8.2% | +11.4% | -19.6% | -9.9% |
| 3M | -4.7% | +4.9% | -9.6% | -5.5% |
| 6M | +6.3% | +34.4% | -28.1% | +1.2% |
| YTD | -15.3% | +28.0% | -43.3% | -18.9% |
| 1Y | -46.9% | +43.6% | -90.5% | -50.2% |
| 3Y | +321.3% | +155.2% | +166.1% | +246.7% |
| 5Y | +215.8% | +181.2% | +34.7% | +152.1% |
| All | +180.7% | +191.8% | -11.1% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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