+78.9%
XLP vs HIMS
+165.8%
-87.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.1% | -9.3% | -1.3% |
| 7D | +0.7% | -6.1% | +6.8% | +0.8% |
| 30D | +10.3% | -12.0% | +22.2% | +10.3% |
| 3M | +6.5% | -12.3% | +18.9% | +6.6% |
| 6M | +8.4% | -3.3% | +11.7% | +8.1% |
| YTD | +18.2% | -19.9% | +38.1% | +18.0% |
| 1Y | +22.4% | -37.4% | +59.8% | +22.7% |
| 3Y | +41.9% | +314.0% | -272.1% | +31.7% |
| 5Y | +40.9% | +212.1% | -171.3% | +28.9% |
| All | +78.9% | +165.8% | -87.0% | +40.0% |
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 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