-37.7%
HIMS vs EXPE
+48.9%
-86.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.5% | -6.8% | +3.0% |
| 7D | -9.1% | +14.6% | -23.7% | -10.0% |
| 30D | -10.1% | +21.4% | -31.6% | -11.3% |
| 3M | -17.1% | +1.4% | -18.5% | -17.6% |
| 6M | -2.2% | +28.6% | -30.8% | -6.3% |
| YTD | -17.9% | +12.1% | -30.0% | -19.7% |
| 1Y | -37.7% | +50.0% | -87.7% | -40.0% |
| All | -37.7% | +48.9% | -86.6% | -40.0% |
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