+141.5%
HIMS vs XLC
+40.7%
+100.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.4% |
| 7D | -24.1% | +3.7% | -27.8% | -28.0% |
| 30D | -28.8% | -1.9% | -26.9% | -27.2% |
| 3M | -31.4% | -3.1% | -28.3% | -29.2% |
| 6M | -18.3% | -6.4% | -11.9% | -12.1% |
| YTD | -39.2% | -6.8% | -32.4% | -34.3% |
| 1Y | -45.3% | -1.7% | -43.6% | -45.0% |
| 3Y | +181.9% | +64.7% | +117.2% | +62.4% |
| All | +141.5% | +40.7% | +100.8% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling