-42.4%
HIMS vs EXPE
+40.7%
-83.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -3.9% | -9.5% | +5.6% | -3.5% |
| 30D | -12.4% | -6.6% | -5.8% | -12.3% |
| 3M | -1.1% | +31.4% | -32.5% | -4.4% |
| 6M | +68.4% | +35.2% | +33.3% | +61.0% |
| YTD | -14.7% | +5.8% | -20.5% | -16.1% |
| 1Y | -42.4% | +38.7% | -81.1% | -44.3% |
| All | -42.4% | +40.7% | -83.1% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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