+264.7%
XOM vs HIMS
+202.2%
+62.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | +10.4% | -1.2% | +11.6% | +10.2% |
| 6M | +13.0% | +16.9% | -3.9% | +12.3% |
| YTD | +40.1% | -15.5% | +55.5% | +39.9% |
| 1Y | +51.1% | -42.6% | +93.7% | +52.0% |
| 3Y | +57.7% | +320.2% | -262.5% | +46.3% |
| 5Y | +264.7% | +215.0% | +49.7% | +254.2% |
| All | +264.7% | +202.2% | +62.5% | +254.2% |
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