+129.2%
XLF vs HIMS
+188.0%
-58.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.2% |
| 30D | -0.5% | -10.8% | +10.3% | 0.0% |
| 3M | +10.6% | +3.7% | +7.0% | +9.6% |
| 6M | +14.3% | +79.0% | -64.7% | +8.3% |
| YTD | +5.5% | -13.2% | +18.8% | +4.5% |
| 1Y | +9.6% | -43.3% | +52.8% | +10.9% |
| 3Y | +75.2% | +331.4% | -256.2% | +41.6% |
| 5Y | +65.5% | +230.2% | -164.7% | +30.9% |
| All | +129.2% | +188.0% | -58.8% | +33.1% |
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