+327.3%
HIMS vs XYL
+16.4%
+310.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | 0.0% |
| 7D | -2.7% | +0.8% | -3.6% | -3.5% |
| 30D | -12.2% | -10.8% | -1.3% | -2.9% |
| 3M | -3.7% | -2.5% | -1.2% | -3.6% |
| 6M | +25.9% | -12.2% | +38.1% | +37.9% |
| YTD | -14.1% | -20.1% | +6.0% | +4.2% |
| 1Y | -41.6% | -20.6% | -21.0% | -28.8% |
| All | +327.3% | +16.4% | +310.8% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling