+180.0%
HIMS vs XME
+340.5%
-160.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | +0.4% |
| 7D | -1.4% | -3.0% | +1.7% | +0.3% |
| 30D | -10.1% | -2.6% | -7.5% | -8.3% |
| 3M | -1.2% | +2.2% | -3.4% | -1.7% |
| 6M | +16.9% | +0.7% | +16.2% | +17.0% |
| YTD | -15.5% | +10.9% | -26.4% | -19.8% |
| 1Y | -42.6% | +35.7% | -78.3% | -50.6% |
| 3Y | +320.2% | +127.1% | +193.1% | +192.0% |
| 5Y | +215.0% | +168.5% | +46.6% | +110.5% |
| All | +180.0% | +340.5% | -160.5% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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