+309.9%
HIMS vs EXPE
+182.4%
+127.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -3.9% | -9.5% | +5.6% | -0.7% |
| 30D | -12.4% | -6.6% | -5.8% | -10.9% |
| 3M | -1.1% | +31.4% | -32.5% | -11.9% |
| 6M | +68.4% | +35.2% | +33.3% | +45.6% |
| YTD | -14.7% | +5.8% | -20.5% | -18.9% |
| 1Y | -42.4% | +38.7% | -81.1% | -52.8% |
| All | +309.9% | +182.4% | +127.5% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling