+180.7%
HIMS vs XYZ
+38.5%
+142.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | -4.3% | +3.6% | +1.0% |
| 30D | -8.2% | +1.2% | -9.4% | -8.8% |
| 3M | -4.7% | +14.6% | -19.4% | -9.7% |
| 6M | +6.3% | +22.6% | -16.3% | -1.1% |
| YTD | -15.3% | +21.7% | -37.0% | -22.5% |
| 1Y | -46.9% | +6.7% | -53.6% | -48.9% |
| 3Y | +321.3% | +46.8% | +274.4% | +259.5% |
| 5Y | +215.8% | -68.0% | +283.9% | +275.7% |
| All | +180.7% | +38.5% | +142.2% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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