+49.9%
XLE vs HIMS
-41.7%
+91.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.7% | -8.5% | -4.5% |
| 7D | -7.2% | -9.1% | +1.9% | -7.6% |
| 30D | +0.1% | -10.1% | +10.3% | -0.3% |
| 3M | +9.2% | -17.1% | +26.3% | +8.6% |
| 6M | +8.4% | -2.2% | +10.6% | +8.9% |
| YTD | +44.9% | -17.9% | +62.8% | +43.9% |
| 1Y | +49.9% | -37.7% | +87.6% | +50.8% |
| All | +49.9% | -41.7% | +91.6% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling