+184.7%
HIMS vs XEL
+48.8%
+135.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | -12.2% | -0.9% | -11.3% | -12.2% |
| 3M | -3.7% | -1.4% | -2.3% | -3.8% |
| 6M | +25.9% | -5.8% | +31.7% | +26.4% |
| YTD | -14.1% | +4.7% | -18.8% | -15.1% |
| 1Y | -41.6% | +9.1% | -50.7% | -42.6% |
| 3Y | +327.3% | +47.8% | +279.4% | +306.6% |
| 5Y | +207.9% | +29.0% | +178.9% | +196.7% |
| All | +184.7% | +48.8% | +135.9% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 all: compounded portfolio wealth divided by compounded XEL 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…
all analysis · Full analysis span regression · 6 months rolling