+66.8%
XLP vs HIMS
+183.3%
-116.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.0% | -3.9% | +2.9% | -1.0% |
| 30D | -0.9% | -12.4% | +11.6% | -0.8% |
| 3M | +3.8% | -1.1% | +4.9% | +3.7% |
| 6M | -1.7% | +68.4% | -70.2% | -2.7% |
| YTD | +10.3% | -14.7% | +24.9% | +10.1% |
| 1Y | +7.8% | -42.4% | +50.2% | +8.1% |
| 3Y | +27.2% | +304.5% | -277.3% | +18.4% |
| 5Y | +32.5% | +237.5% | -205.0% | +21.3% |
| All | +66.8% | +183.3% | -116.5% | +30.6% |
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