+187.5%
XLE vs HIMS
+183.3%
+4.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.2% | -3.9% | +6.1% | +2.3% |
| 30D | +11.8% | -12.4% | +24.2% | +12.1% |
| 3M | +9.8% | -1.1% | +10.9% | +9.3% |
| 6M | +15.6% | +68.4% | -52.9% | +11.9% |
| YTD | +45.3% | -14.7% | +59.9% | +44.4% |
| 1Y | +48.3% | -42.4% | +90.7% | +49.4% |
| 3Y | +55.4% | +304.5% | -249.1% | +38.7% |
| 5Y | +216.1% | +237.5% | -21.4% | +179.9% |
| All | +187.5% | +183.3% | +4.2% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling