-37.7%
HIMS vs XLB
+29.8%
-67.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.8% |
| 7D | -9.1% | +3.9% | -13.0% | -10.6% |
| 30D | -10.1% | +8.9% | -19.0% | -13.3% |
| 3M | -17.1% | +4.1% | -21.2% | -18.5% |
| 6M | -2.2% | +7.3% | -9.5% | -4.4% |
| YTD | -17.9% | +20.4% | -38.3% | -25.3% |
| 1Y | -37.7% | +29.5% | -67.2% | -48.6% |
| All | -37.7% | +29.8% | -67.5% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling