+210.3%
XOM vs HIMS
+180.6%
+29.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.6% |
| 7D | +1.9% | -1.4% | +3.2% | +1.9% |
| 30D | +4.1% | -10.1% | +14.1% | +4.2% |
| 3M | +10.4% | -1.2% | +11.6% | +10.2% |
| 6M | +13.0% | +16.9% | -3.9% | +12.2% |
| YTD | +40.1% | -15.5% | +55.5% | +39.8% |
| 1Y | +51.1% | -42.6% | +93.7% | +51.9% |
| 3Y | +57.7% | +320.2% | -262.5% | +47.1% |
| 5Y | +264.7% | +215.0% | +49.7% | +241.4% |
| All | +210.3% | +180.6% | +29.7% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling