+129.0%
XLF vs HIMS
+181.3%
-52.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.5% | -0.7% | -0.7% | -1.4% |
| 30D | -1.2% | -8.2% | +7.1% | -0.8% |
| 3M | +9.2% | -4.7% | +13.9% | +8.8% |
| 6M | +16.3% | +6.3% | +10.0% | +14.4% |
| YTD | +5.4% | -15.3% | +20.7% | +4.5% |
| 1Y | +7.6% | -46.9% | +54.5% | +9.4% |
| 3Y | +74.2% | +321.3% | -247.1% | +41.0% |
| 5Y | +66.1% | +215.8% | -149.7% | +31.7% |
| All | +129.0% | +181.3% | -52.2% | +33.2% |
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 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