+180.7%
HIMS vs XLU
+67.1%
+113.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.3% |
| 30D | -8.2% | -3.3% | -4.9% | -7.4% |
| 3M | -4.7% | -3.2% | -1.6% | -4.2% |
| 6M | +6.3% | -7.0% | +13.3% | +8.1% |
| YTD | -15.3% | +0.6% | -15.9% | -16.3% |
| 1Y | -46.9% | +2.4% | -49.3% | -47.6% |
| 3Y | +321.3% | +46.3% | +275.0% | +280.5% |
| 5Y | +215.8% | +44.0% | +171.9% | +188.6% |
| All | +180.7% | +67.1% | +113.6% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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