+181.9%
HIMS vs EXEL
+234.5%
-52.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -5.0% |
| 7D | -18.0% | +1.6% | -19.6% | -18.2% |
| 30D | -33.6% | +17.4% | -50.9% | -35.0% |
| 3M | -34.2% | +38.6% | -72.8% | -37.1% |
| 6M | -21.2% | +41.2% | -62.4% | -24.6% |
| YTD | -39.2% | +59.3% | -98.6% | -42.8% |
| 1Y | -49.4% | +60.2% | -109.7% | -52.4% |
| All | +181.9% | +234.5% | -52.6% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling