+182.8%
HIMS vs XLB
+104.9%
+77.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -3.9% | -1.4% | -2.5% | -3.0% |
| 30D | -12.4% | -0.4% | -12.1% | -12.0% |
| 3M | -1.1% | +2.0% | -3.0% | -2.5% |
| 6M | +68.4% | +1.8% | +66.6% | +66.2% |
| YTD | -14.7% | +16.6% | -31.2% | -24.0% |
| 1Y | -42.4% | +16.9% | -59.3% | -48.8% |
| 3Y | +304.5% | +32.6% | +272.0% | +239.0% |
| 5Y | +237.5% | +35.6% | +201.9% | +181.3% |
| All | +182.8% | +104.9% | +77.8% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling