+120.4%
XLK vs HIMS
+318.7%
-198.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | -0.6% | -8.2% | +7.6% | 0.0% |
| 3M | +2.6% | -4.7% | +7.3% | +2.2% |
| 6M | +34.0% | +6.3% | +27.7% | +31.3% |
| YTD | +30.7% | -15.3% | +45.9% | +29.5% |
| 1Y | +39.2% | -46.9% | +86.0% | +42.7% |
| 3Y | +120.4% | +321.3% | -200.9% | +78.9% |
| All | +120.4% | +318.7% | -198.3% | +78.9% |
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