+145.9%
BAC vs HIMS
+185.3%
-39.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +0.6% | -2.7% | +3.3% | +0.8% |
| 30D | -1.4% | -12.2% | +10.8% | -0.7% |
| 3M | +15.7% | -3.7% | +19.5% | +15.1% |
| 6M | +32.2% | +25.9% | +6.3% | +27.8% |
| YTD | +15.8% | -14.1% | +29.8% | +14.4% |
| 1Y | +27.3% | -41.6% | +68.9% | +29.0% |
| 3Y | +137.5% | +327.3% | -189.8% | +86.5% |
| 5Y | +73.1% | +207.9% | -134.9% | +33.9% |
| All | +145.9% | +185.3% | -39.4% | +36.7% |
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