+98.8%
BAC vs HIMS
+95.6%
+3.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.6% | +16.9% | +1.4% |
| 7D | +2.1% | -25.6% | +27.6% | +3.9% |
| 30D | -6.7% | -38.1% | +31.4% | -3.8% |
| 3M | -20.2% | -39.8% | +19.6% | -17.9% |
| 6M | -0.2% | -32.3% | +32.1% | +1.0% |
| YTD | -6.4% | -41.1% | +34.7% | -5.4% |
| 1Y | -3.1% | -53.4% | +50.3% | -0.4% |
| 3Y | +96.7% | +180.9% | -84.2% | +58.9% |
| 5Y | +21.3% | +138.5% | -117.3% | -4.6% |
| All | +98.8% | +95.6% | +3.2% | +13.1% |
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