+35.5%
XLV vs HIMS
+214.8%
-179.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -3.6% | -0.7% | -2.8% | -3.5% |
| 30D | -1.8% | -8.2% | +6.4% | -1.6% |
| 3M | +7.8% | -4.7% | +12.5% | +7.5% |
| 6M | +9.1% | +6.3% | +2.8% | +7.9% |
| YTD | +7.7% | -15.3% | +23.0% | +7.1% |
| 1Y | +20.4% | -46.9% | +67.3% | +21.6% |
| 3Y | +30.8% | +321.3% | -290.5% | +8.8% |
| All | +35.5% | +214.8% | -179.3% | +8.5% |
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