+141.5%
HIMS vs SPXL
+99.3%
+42.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.8% |
| 7D | -24.1% | +7.4% | -31.6% | -28.0% |
| 30D | -28.8% | -7.8% | -21.0% | -25.2% |
| 3M | -31.4% | -11.9% | -19.5% | -25.7% |
| 6M | -18.3% | -1.7% | -16.5% | -17.4% |
| YTD | -39.2% | +20.8% | -60.0% | -46.0% |
| 1Y | -45.3% | +25.0% | -70.3% | -52.4% |
| 3Y | +181.9% | +226.1% | -44.3% | +43.4% |
| All | +141.5% | +99.3% | +42.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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