-37.7%
HIMS vs XYL
-30.7%
-7.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.2% | +2.5% |
| 7D | -9.1% | +14.5% | -23.6% | -12.4% |
| 30D | -10.1% | -1.3% | -8.8% | -10.4% |
| 3M | -17.1% | -17.0% | -0.1% | -10.0% |
| 6M | -2.2% | -11.3% | +9.1% | +0.8% |
| YTD | -17.9% | -25.0% | +7.1% | -4.2% |
| 1Y | -37.7% | -31.5% | -6.1% | -16.2% |
| All | -37.7% | -30.7% | -7.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling