-21.2%
HIMS vs EXEL
+39.7%
-60.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.6% |
| 7D | -18.0% | +1.6% | -19.6% | -18.5% |
| 30D | -33.6% | +17.4% | -50.9% | -37.6% |
| 3M | -34.2% | +38.6% | -72.8% | -42.7% |
| 6M | -21.2% | +41.2% | -62.4% | -27.7% |
| All | -21.2% | +39.7% | -60.9% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling