-45.3%
HIMS vs XME
-2.0%
-43.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +1.3% |
| 7D | -24.1% | +0.3% | -24.4% | -24.5% |
| 30D | -28.8% | -6.1% | -22.7% | -25.1% |
| 3M | -31.4% | -18.6% | -12.8% | -18.4% |
| 6M | -18.3% | -23.9% | +5.6% | +0.1% |
| YTD | -39.2% | -9.3% | -29.9% | -38.4% |
| 1Y | -45.3% | +1.8% | -47.0% | -51.3% |
| All | -45.3% | -2.0% | -43.2% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling