-42.4%
HIMS vs XLY
-0.5%
-41.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +1.3% |
| 7D | -3.9% | -2.0% | -2.0% | -1.5% |
| 30D | -12.4% | -3.1% | -9.3% | -8.8% |
| 3M | -1.1% | -1.8% | +0.7% | +1.7% |
| 6M | +68.4% | -0.9% | +69.3% | +69.1% |
| YTD | -14.7% | -3.4% | -11.3% | -12.9% |
| 1Y | -42.4% | -1.5% | -40.9% | -42.1% |
| All | -42.4% | -0.5% | -41.9% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling