+165.3%
HIMS vs EXPD
+166.1%
-0.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.3% | +10.3% | +8.8% |
| 7D | -6.1% | -7.2% | +1.1% | -3.8% |
| 30D | -12.0% | -3.3% | -8.7% | -11.1% |
| 3M | -12.3% | +3.4% | -15.7% | -13.6% |
| 6M | -3.3% | +22.7% | -26.0% | -10.3% |
| YTD | -19.9% | +24.5% | -44.5% | -26.9% |
| 1Y | -37.4% | +38.6% | -76.0% | -45.2% |
| 3Y | +314.0% | +71.5% | +242.5% | +224.8% |
| 5Y | +212.1% | +56.2% | +155.9% | +141.8% |
| All | +165.3% | +166.1% | -0.8% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling