+207.9%
HIMS vs XLB
+35.5%
+172.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.3% |
| 7D | -2.7% | -2.9% | +0.2% | +0.7% |
| 30D | -12.2% | -3.4% | -8.8% | -8.5% |
| 3M | -3.7% | +1.6% | -5.3% | -6.1% |
| 6M | +25.9% | +3.6% | +22.3% | +19.7% |
| YTD | -14.1% | +14.2% | -28.3% | -29.0% |
| 1Y | -41.6% | +15.6% | -57.2% | -52.5% |
| 3Y | +327.3% | +33.1% | +294.2% | +199.0% |
| 5Y | +207.9% | +35.0% | +172.9% | +110.6% |
| All | +207.9% | +35.5% | +172.5% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling