+331.4%
HIMS vs EXEL
+160.6%
+170.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.0% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -10.8% | +6.7% | -17.5% | -11.7% |
| 3M | +3.7% | +11.5% | -7.8% | +2.3% |
| 6M | +79.0% | +38.8% | +40.2% | +72.3% |
| YTD | -13.2% | +31.6% | -44.8% | -16.2% |
| 1Y | -43.3% | +53.0% | -96.3% | -45.9% |
| 3Y | +331.4% | +160.8% | +170.6% | +283.1% |
| All | +331.4% | +160.6% | +170.8% | +283.1% |
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