+170.3%
HIMS vs EXPE
+42.3%
+127.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.4% | +7.9% |
| 7D | -21.9% | -17.8% | -4.2% | -15.9% |
| 30D | -32.1% | -3.2% | -28.8% | -31.6% |
| 3M | -31.8% | -19.0% | -12.8% | -27.3% |
| 6M | -28.6% | +17.7% | -46.3% | -34.9% |
| YTD | -35.9% | -7.8% | -28.1% | -37.1% |
| 1Y | -47.6% | -1.4% | -46.3% | -50.4% |
| 3Y | +205.6% | +121.9% | +83.6% | +92.3% |
| 5Y | +170.3% | +44.3% | +126.0% | +101.2% |
| All | +170.3% | +42.3% | +127.9% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling