+180.7%
HIMS vs XHB
+137.8%
+42.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.6% |
| 7D | -0.7% | -4.6% | +3.9% | +1.7% |
| 30D | -8.2% | -9.1% | +0.9% | -3.5% |
| 3M | -4.7% | -8.6% | +3.8% | -0.1% |
| 6M | +6.3% | -4.0% | +10.3% | +9.1% |
| YTD | -15.3% | -3.9% | -11.3% | -14.2% |
| 1Y | -46.9% | -16.5% | -30.4% | -42.4% |
| 3Y | +321.3% | +22.6% | +298.7% | +279.9% |
| 5Y | +215.8% | +33.9% | +181.9% | +164.7% |
| All | +180.7% | +137.8% | +42.9% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling