+71.5%
XLI vs HIMS
+191.0%
-119.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.8% | -24.1% | +27.9% | +5.1% |
| 30D | +1.0% | -28.8% | +29.9% | +2.6% |
| 3M | -8.9% | -31.4% | +22.5% | -7.6% |
| 6M | -2.3% | -18.3% | +16.0% | -2.2% |
| YTD | +9.7% | -39.2% | +48.9% | +10.5% |
| 1Y | +12.3% | -45.3% | +57.6% | +13.8% |
| 3Y | +71.5% | +181.9% | -110.4% | +52.7% |
| All | +71.5% | +191.0% | -119.5% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling