+91.2%
XBI vs HIMS
+181.3%
-90.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -4.6% | -0.7% | -3.9% | -4.5% |
| 30D | -2.0% | -8.2% | +6.2% | -1.0% |
| 3M | +17.8% | -4.7% | +22.5% | +16.9% |
| 6M | +23.7% | +6.3% | +17.4% | +19.4% |
| YTD | +28.2% | -15.3% | +43.5% | +25.9% |
| 1Y | +64.0% | -46.9% | +110.8% | +71.0% |
| 3Y | +99.4% | +321.3% | -221.9% | +12.4% |
| 5Y | +19.3% | +215.8% | -196.5% | -35.9% |
| All | +91.2% | +181.3% | -90.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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