+143.0%
XLI vs HIMS
+181.3%
-38.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -1.7% | -0.7% | -0.9% | -1.6% |
| 30D | -7.3% | -8.2% | +0.9% | -6.9% |
| 3M | -1.3% | -4.7% | +3.4% | -1.7% |
| 6M | +2.2% | +6.3% | -4.1% | +0.6% |
| YTD | +11.7% | -15.3% | +27.0% | +10.8% |
| 1Y | +14.3% | -46.9% | +61.1% | +16.3% |
| 3Y | +70.3% | +321.3% | -250.9% | +39.7% |
| 5Y | +82.3% | +215.8% | -133.5% | +46.3% |
| All | +143.0% | +181.3% | -38.3% | +43.5% |
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 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