+225.7%
XLE vs HIMS
+221.2%
+4.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +12.6% | -10.8% | +23.5% | +12.9% |
| 3M | +11.8% | +3.7% | +8.2% | +11.2% |
| 6M | +16.1% | +79.0% | -62.9% | +12.2% |
| YTD | +46.9% | -13.2% | +60.1% | +46.0% |
| 1Y | +53.3% | -43.3% | +96.5% | +54.7% |
| 3Y | +54.9% | +331.4% | -276.5% | +37.0% |
| 5Y | +225.7% | +230.2% | -4.5% | +195.7% |
| All | +225.7% | +221.2% | +4.5% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling