+327.3%
HIMS vs XME
+132.9%
+194.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.5% |
| 30D | -12.2% | +1.4% | -13.6% | -12.8% |
| 3M | -3.7% | +2.7% | -6.5% | -5.6% |
| 6M | +25.9% | +6.5% | +19.4% | +17.7% |
| YTD | -14.1% | +15.2% | -29.3% | -27.2% |
| 1Y | -41.6% | +43.5% | -85.1% | -60.8% |
| All | +327.3% | +132.9% | +194.3% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling