+180.0%
HIMS vs XYL
+47.9%
+132.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | -1.4% | -1.2% | -0.1% | -0.8% |
| 30D | -10.1% | -13.2% | +3.1% | -3.4% |
| 3M | -1.2% | -0.2% | -1.1% | -1.9% |
| 6M | +16.9% | -12.5% | +29.4% | +23.8% |
| YTD | -15.5% | -20.9% | +5.4% | -5.3% |
| 1Y | -42.6% | -21.6% | -21.0% | -35.3% |
| 3Y | +320.2% | +16.1% | +304.1% | +307.6% |
| 5Y | +215.0% | -15.6% | +230.7% | +215.9% |
| All | +180.0% | +47.9% | +132.1% | +170.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling