-42.4%
HIMS vs XLC
0.0%
-42.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.9% |
| 7D | -3.9% | -0.8% | -3.1% | -3.1% |
| 30D | -12.4% | +1.0% | -13.5% | -14.0% |
| 3M | -1.1% | -0.7% | -0.4% | 0.0% |
| 6M | +68.4% | -5.1% | +73.6% | +81.0% |
| YTD | -14.7% | -4.3% | -10.4% | -9.4% |
| 1Y | -42.4% | -0.6% | -41.8% | -44.0% |
| All | -42.4% | 0.0% | -42.4% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling