-53.4%
HIMS vs EXPD
+39.4%
-92.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.6% |
| 7D | -25.6% | -7.4% | -18.2% | -24.9% |
| 30D | -38.1% | -2.1% | -36.0% | -37.9% |
| 3M | -39.8% | +5.7% | -45.5% | -40.2% |
| 6M | -32.3% | +21.4% | -53.7% | -34.2% |
| YTD | -41.1% | +27.6% | -68.7% | -43.7% |
| 1Y | -53.4% | +36.1% | -89.5% | -57.3% |
| All | -53.4% | +39.4% | -92.8% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling