+236.9%
HIMS vs XRT
+61.0%
+175.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.7% | -15.4% | -16.1% |
| 7D | -9.1% | +2.5% | -11.6% | -12.5% |
| 30D | -25.8% | +10.3% | -36.1% | -35.2% |
| 3M | -27.4% | +2.4% | -29.8% | -30.5% |
| 6M | -18.9% | +10.0% | -28.8% | -29.9% |
| YTD | -29.4% | +9.5% | -38.9% | -38.5% |
| 1Y | -44.1% | +17.2% | -61.3% | -55.8% |
| All | +236.9% | +61.0% | +175.9% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling