+180.0%
HIMS vs XLC
+132.3%
+47.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -2.2% |
| 7D | -1.4% | -1.7% | +0.3% | +0.1% |
| 30D | -10.1% | +0.2% | -10.3% | -10.6% |
| 3M | -1.2% | +0.7% | -1.9% | -2.4% |
| 6M | +16.9% | -4.5% | +21.4% | +21.5% |
| YTD | -15.5% | -4.7% | -10.8% | -12.1% |
| 1Y | -42.6% | -1.5% | -41.1% | -41.7% |
| 3Y | +320.2% | +72.2% | +248.0% | +192.6% |
| 5Y | +215.0% | +39.3% | +175.7% | +129.1% |
| All | +180.0% | +132.3% | +47.7% | +92.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling