-43.9%
BA vs HIMS
+188.0%
-231.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | -10.1% | -10.8% | +0.7% | -9.3% |
| 3M | -2.4% | +3.7% | -6.1% | -3.7% |
| 6M | -8.8% | +79.0% | -87.8% | -16.7% |
| YTD | -2.9% | -13.2% | +10.3% | -4.3% |
| 1Y | -8.8% | -43.3% | +34.5% | -6.5% |
| 3Y | -0.3% | +331.4% | -331.6% | -33.5% |
| 5Y | -0.3% | +230.2% | -230.6% | -36.8% |
| All | -43.9% | +188.0% | -231.9% | -79.7% |
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 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