+182.8%
HIMS vs XYL
+46.7%
+136.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.6% |
| 7D | -3.9% | -5.0% | +1.1% | -1.4% |
| 30D | -12.4% | -13.2% | +0.8% | -5.9% |
| 3M | -1.1% | -3.7% | +2.6% | +0.2% |
| 6M | +68.4% | -17.7% | +86.1% | +84.2% |
| YTD | -14.7% | -21.5% | +6.9% | -4.0% |
| 1Y | -42.4% | -24.5% | -17.9% | -33.9% |
| 3Y | +304.5% | +6.9% | +297.6% | +304.6% |
| 5Y | +237.5% | -18.1% | +255.6% | +240.5% |
| All | +182.8% | +46.7% | +136.1% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling