-54.1%
BA vs HIMS
+134.6%
-188.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.8% | +11.2% | +0.7% |
| 7D | -1.7% | -9.1% | +7.4% | -0.9% |
| 30D | -9.5% | -25.8% | +16.4% | -6.8% |
| 3M | -26.5% | -27.4% | +0.9% | -24.5% |
| 6M | -27.4% | -18.9% | -8.5% | -27.0% |
| YTD | -20.6% | -29.4% | +8.7% | -20.4% |
| 1Y | -11.4% | -44.1% | +32.7% | -9.0% |
| 3Y | -10.8% | +246.0% | -256.8% | -39.2% |
| 5Y | -21.9% | +177.1% | -199.0% | -49.7% |
| All | -54.1% | +134.6% | -188.6% | -83.1% |
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