+331.4%
HIMS vs XLB
+34.9%
+296.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.7% |
| 30D | -10.8% | -1.7% | -9.1% | -9.0% |
| 3M | +3.7% | +4.4% | -0.7% | -1.6% |
| 6M | +79.0% | +5.0% | +73.9% | +68.4% |
| YTD | -13.2% | +15.5% | -28.7% | -29.5% |
| 1Y | -43.3% | +14.9% | -58.2% | -53.5% |
| 3Y | +331.4% | +34.5% | +296.9% | +205.1% |
| All | +331.4% | +34.9% | +296.5% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling