+222.2%
HIMS vs EXPD
+61.6%
+160.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -3.9% | -1.1% | -2.8% | -3.4% |
| 30D | -12.4% | +4.1% | -16.5% | -14.0% |
| 3M | -1.1% | +17.9% | -19.0% | -8.7% |
| 6M | +68.4% | +29.2% | +39.2% | +47.8% |
| YTD | -14.7% | +27.4% | -42.0% | -25.2% |
| 1Y | -42.4% | +56.8% | -99.2% | -55.5% |
| 3Y | +304.5% | +68.0% | +236.5% | +188.0% |
| All | +222.2% | +61.6% | +160.7% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling