+182.8%
HIMS vs XME
+355.3%
-172.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -12.4% | +6.0% | -18.4% | -14.7% |
| 3M | -1.1% | -7.7% | +6.7% | +3.8% |
| 6M | +68.4% | +1.0% | +67.5% | +68.6% |
| YTD | -14.7% | +14.6% | -29.3% | -20.4% |
| 1Y | -42.4% | +46.0% | -88.4% | -52.2% |
| 3Y | +304.5% | +127.0% | +177.5% | +179.4% |
| 5Y | +237.5% | +175.8% | +61.7% | +121.7% |
| All | +182.8% | +355.3% | -172.5% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling