+180.7%
HIMS vs XPO
+593.4%
-412.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -0.7% | -5.7% | +4.9% | +0.8% |
| 30D | -8.2% | -12.8% | +4.6% | -4.9% |
| 3M | -4.7% | -20.0% | +15.3% | +0.4% |
| 6M | +6.3% | -6.0% | +12.3% | +7.6% |
| YTD | -15.3% | +34.0% | -49.3% | -22.2% |
| 1Y | -46.9% | +35.6% | -82.4% | -51.6% |
| 3Y | +321.3% | +152.3% | +169.0% | +221.4% |
| 5Y | +215.8% | +264.4% | -48.5% | +104.6% |
| All | +180.7% | +593.4% | -412.7% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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