+184.7%
HIMS vs XLC
+130.9%
+53.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.4% |
| 7D | -2.7% | -1.4% | -1.3% | -1.5% |
| 30D | -12.2% | -0.9% | -11.3% | -11.8% |
| 3M | -3.7% | -0.3% | -3.4% | -4.0% |
| 6M | +25.9% | -5.2% | +31.1% | +31.7% |
| YTD | -14.1% | -5.3% | -8.8% | -10.2% |
| 1Y | -41.6% | -2.8% | -38.8% | -40.1% |
| 3Y | +327.3% | +71.2% | +256.1% | +199.2% |
| 5Y | +207.9% | +37.6% | +170.4% | +125.5% |
| All | +184.7% | +130.9% | +53.8% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling