+101.3%
HIMS vs XRT
+130.6%
-29.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.3% | -4.0% |
| 7D | -18.0% | -0.4% | -17.6% | -18.1% |
| 30D | -33.6% | +7.5% | -41.1% | -36.9% |
| 3M | -34.2% | +2.3% | -36.5% | -35.5% |
| 6M | -21.2% | +12.8% | -34.0% | -27.6% |
| YTD | -39.2% | +7.1% | -46.3% | -42.0% |
| 1Y | -49.4% | +12.3% | -61.7% | -53.2% |
| 3Y | +189.7% | +57.0% | +132.7% | +134.0% |
| 5Y | +166.6% | -4.3% | +170.9% | +140.2% |
| All | +101.3% | +130.6% | -29.2% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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