+32.9%
XLV vs HIMS
-41.7%
+74.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.7% | +3.0% |
| 7D | +5.5% | -9.1% | +14.6% | +5.6% |
| 30D | +13.3% | -10.1% | +23.5% | +13.4% |
| 3M | +17.4% | -17.1% | +34.6% | +17.4% |
| 6M | +32.1% | -2.2% | +34.4% | +31.8% |
| YTD | +24.0% | -17.9% | +41.9% | +23.6% |
| 1Y | +32.9% | -37.7% | +70.6% | +32.8% |
| All | +32.9% | -41.7% | +74.6% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling