+181.9%
HIMS vs EXPD
+75.3%
+106.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -24.1% | +5.5% | -29.6% | -24.9% |
| 30D | -28.8% | -0.8% | -28.0% | -28.7% |
| 3M | -31.4% | +4.1% | -35.6% | -32.0% |
| 6M | -18.3% | +25.7% | -43.9% | -22.4% |
| YTD | -39.2% | +31.4% | -70.6% | -43.0% |
| 1Y | -45.3% | +42.2% | -87.5% | -49.8% |
| 3Y | +181.9% | +77.2% | +104.7% | +130.4% |
| All | +181.9% | +75.3% | +106.6% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling