+331.4%
HIMS vs XLC
+72.7%
+258.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.4% |
| 7D | -0.9% | +0.6% | -1.5% | -2.0% |
| 30D | -10.8% | +0.2% | -11.1% | -11.9% |
| 3M | +3.7% | +0.6% | +3.0% | +1.2% |
| 6M | +79.0% | -4.5% | +83.5% | +91.3% |
| YTD | -13.2% | -4.7% | -8.5% | -7.5% |
| 1Y | -43.3% | -1.7% | -41.6% | -42.4% |
| 3Y | +331.4% | +72.3% | +259.1% | +152.2% |
| All | +331.4% | +72.7% | +258.7% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling