+230.2%
HIMS vs EXPE
+89.5%
+140.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.9% | +9.5% | +4.5% |
| 7D | -0.9% | -9.8% | +8.8% | +2.7% |
| 30D | -10.8% | -11.5% | +0.7% | -7.6% |
| 3M | +3.7% | +21.7% | -18.0% | -5.7% |
| 6M | +79.0% | +10.4% | +68.6% | +67.4% |
| YTD | -13.2% | -2.5% | -10.7% | -15.9% |
| 1Y | -43.3% | +27.3% | -70.6% | -52.1% |
| 3Y | +331.4% | +153.5% | +177.9% | +165.2% |
| 5Y | +230.2% | +91.1% | +139.2% | +138.8% |
| All | +230.2% | +89.5% | +140.8% | +138.8% |
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