+320.2%
HIMS vs XYZ
+46.5%
+273.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -1.4% | -5.2% | +3.8% | +1.7% |
| 30D | -10.1% | 0.0% | -10.1% | -10.4% |
| 3M | -1.2% | +18.7% | -19.9% | -10.5% |
| 6M | +16.9% | +20.5% | -3.6% | +5.9% |
| YTD | -15.5% | +21.5% | -37.0% | -25.5% |
| 1Y | -42.6% | +7.2% | -49.8% | -45.7% |
| All | +320.2% | +46.5% | +273.7% | +234.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling