+215.0%
HIMS vs XYZ
-68.7%
+283.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -1.4% | -5.2% | +3.8% | +1.4% |
| 30D | -10.1% | 0.0% | -10.1% | -10.3% |
| 3M | -1.2% | +18.7% | -19.9% | -9.5% |
| 6M | +16.9% | +20.5% | -3.6% | +7.1% |
| YTD | -15.5% | +21.5% | -37.0% | -24.9% |
| 1Y | -42.6% | +7.2% | -49.8% | -45.8% |
| 3Y | +320.2% | +49.0% | +271.3% | +230.7% |
| 5Y | +215.0% | -68.1% | +283.1% | +500.5% |
| All | +215.0% | -68.7% | +283.8% | +500.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling