+101.3%
HIMS vs XOP
+133.5%
-32.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -24.1% | +6.3% | -30.5% | -24.9% |
| 30D | -28.8% | -6.6% | -22.2% | -28.1% |
| 3M | -31.4% | +3.6% | -35.0% | -32.1% |
| 6M | -18.3% | +10.8% | -29.0% | -20.6% |
| YTD | -39.2% | +48.3% | -87.5% | -45.1% |
| 1Y | -45.3% | +42.9% | -88.2% | -50.1% |
| 3Y | +181.9% | +43.3% | +138.6% | +157.4% |
| 5Y | +166.6% | +94.0% | +72.7% | +134.0% |
| All | +101.3% | +133.5% | -32.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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