+9.1%
XLV vs HIMS
+14.3%
-5.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.6% |
| 7D | -4.4% | -1.4% | -3.0% | -4.4% |
| 30D | -1.4% | -10.1% | +8.7% | -1.5% |
| 3M | +8.9% | -1.2% | +10.1% | +8.5% |
| 6M | +9.1% | +16.9% | -7.8% | +7.7% |
| All | +9.1% | +14.3% | -5.2% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling