-0.9%
BA vs HIMS
+237.9%
-238.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.2% | -3.9% | +5.1% | +1.6% |
| 30D | -11.6% | -12.4% | +0.8% | -10.7% |
| 3M | -2.4% | -1.1% | -1.3% | -3.2% |
| 6M | -6.6% | +68.4% | -75.1% | -14.2% |
| YTD | -2.2% | -14.7% | +12.4% | -3.3% |
| 1Y | -8.0% | -42.4% | +34.4% | -5.7% |
| 3Y | -5.0% | +304.5% | -309.5% | -40.1% |
| All | -0.9% | +237.9% | -238.9% | -43.9% |
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 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