+101.3%
HIMS vs XLB
+105.0%
-3.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -24.1% | +0.5% | -24.7% | -24.5% |
| 30D | -28.8% | +5.2% | -34.0% | -31.3% |
| 3M | -31.4% | +0.3% | -31.7% | -31.6% |
| 6M | -18.3% | +1.2% | -19.4% | -19.3% |
| YTD | -39.2% | +16.6% | -55.9% | -46.0% |
| 1Y | -45.3% | +21.4% | -66.7% | -52.8% |
| 3Y | +181.9% | +43.2% | +138.6% | +126.2% |
| 5Y | +166.6% | +28.0% | +138.6% | +124.5% |
| All | +101.3% | +105.0% | -3.7% | +57.6% |
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 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