+180.7%
HIMS vs XLY
+93.9%
+86.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.6% |
| 7D | -0.7% | -1.7% | +1.0% | +0.9% |
| 30D | -8.2% | -4.2% | -4.0% | -4.5% |
| 3M | -4.7% | -2.7% | -2.0% | -2.1% |
| 6M | +6.3% | -0.6% | +6.9% | +8.2% |
| YTD | -15.3% | -5.0% | -10.3% | -10.4% |
| 1Y | -46.9% | -4.1% | -42.8% | -44.3% |
| 3Y | +321.3% | +33.6% | +287.7% | +251.6% |
| 5Y | +215.8% | +28.7% | +187.1% | +170.9% |
| All | +180.7% | +93.9% | +86.8% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling