+180.0%
HIMS vs EXPE
+113.1%
+66.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | -1.4% | -8.7% | +7.3% | +0.7% |
| 30D | -10.1% | -13.6% | +3.6% | -7.2% |
| 3M | -1.2% | +26.6% | -27.9% | -8.2% |
| 6M | +16.9% | +19.9% | -3.0% | +10.0% |
| YTD | -15.5% | -1.7% | -13.8% | -17.3% |
| 1Y | -42.6% | +29.4% | -72.0% | -48.5% |
| 3Y | +320.2% | +155.7% | +164.6% | +217.2% |
| 5Y | +215.0% | +93.1% | +122.0% | +147.2% |
| All | +180.0% | +113.1% | +66.9% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling