+26.9%
XLV vs HIMS
-37.8%
+64.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +0.2% | -3.9% | +4.1% | +0.2% |
| 30D | +4.4% | -12.4% | +16.9% | +4.4% |
| 3M | +13.2% | -1.1% | +14.3% | +13.1% |
| 6M | +10.1% | +68.4% | -58.3% | +9.2% |
| YTD | +11.7% | -14.7% | +26.4% | +10.9% |
| 1Y | +26.9% | -42.4% | +69.3% | +25.8% |
| All | +26.9% | -37.8% | +64.7% | +25.8% |
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