+187.4%
HIMS vs XYZ
+40.1%
+147.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +3.0% |
| 7D | -0.9% | +2.9% | -3.8% | -2.2% |
| 30D | -10.8% | +1.4% | -12.2% | -11.5% |
| 3M | +3.7% | +14.6% | -10.9% | -1.8% |
| 6M | +79.0% | +20.8% | +58.2% | +67.1% |
| YTD | -13.2% | +23.1% | -36.3% | -21.1% |
| 1Y | -43.3% | +5.6% | -48.9% | -45.2% |
| 3Y | +331.4% | +50.9% | +280.5% | +264.4% |
| 5Y | +230.2% | -68.6% | +298.8% | +292.6% |
| All | +187.4% | +40.1% | +147.4% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling