+149.9%
XLE vs HIMS
+211.8%
-61.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | -0.2% |
| 7D | -12.0% | -6.1% | -5.9% | -11.9% |
| 30D | -2.7% | -12.0% | +9.2% | -2.5% |
| 3M | +6.6% | -12.3% | +18.9% | +6.7% |
| 6M | +9.5% | -3.3% | +12.8% | +8.8% |
| YTD | +40.6% | -19.9% | +60.5% | +39.9% |
| 1Y | +43.6% | -37.4% | +81.0% | +44.4% |
| 3Y | +58.1% | +314.0% | -255.9% | +40.4% |
| All | +149.9% | +211.8% | -61.8% | +126.5% |
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 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