+42.7%
XLP vs HIMS
+154.9%
-112.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.4% |
| 7D | -0.2% | -18.0% | +17.8% | -0.1% |
| 30D | +8.2% | -33.6% | +41.8% | +8.4% |
| 3M | +7.7% | -34.2% | +41.9% | +7.9% |
| 6M | +9.3% | -21.2% | +30.5% | +9.1% |
| YTD | +19.5% | -39.2% | +58.7% | +19.5% |
| 1Y | +21.0% | -49.4% | +70.4% | +21.4% |
| 3Y | +43.2% | +189.7% | -146.5% | +28.8% |
| 5Y | +42.7% | +166.6% | -123.9% | +23.0% |
| All | +42.7% | +154.9% | -112.2% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling