+180.0%
HIMS vs XLB
+98.3%
+81.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | -1.4% | -3.5% | +2.2% | +1.1% |
| 30D | -10.1% | -4.7% | -5.4% | -6.9% |
| 3M | -1.2% | +2.7% | -3.9% | -3.3% |
| 6M | +16.9% | +2.6% | +14.3% | +14.7% |
| YTD | -15.5% | +12.8% | -28.3% | -23.1% |
| 1Y | -42.6% | +14.0% | -56.5% | -48.0% |
| 3Y | +320.2% | +31.5% | +288.7% | +255.4% |
| 5Y | +215.0% | +33.4% | +181.6% | +167.7% |
| All | +180.0% | +98.3% | +81.7% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling