-26.4%
BA vs HIMS
+160.3%
-186.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | -24.1% | +23.0% | +1.5% |
| 30D | -7.1% | -28.8% | +21.7% | -4.3% |
| 3M | -25.5% | -31.4% | +5.9% | -23.3% |
| 6M | -28.7% | -18.3% | -10.5% | -28.5% |
| YTD | -21.0% | -39.2% | +18.2% | -19.6% |
| 1Y | -11.9% | -45.3% | +33.4% | -9.4% |
| 3Y | -16.2% | +181.9% | -198.0% | -45.3% |
| All | -26.4% | +160.3% | -186.7% | -57.5% |
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