+139.4%
BAC vs HIMS
+308.1%
-168.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.1% | -3.9% | +5.0% | +1.3% |
| 30D | -0.4% | -12.4% | +12.1% | +0.2% |
| 3M | +16.9% | -1.1% | +18.0% | +16.1% |
| 6M | +26.6% | +68.4% | -41.8% | +20.0% |
| YTD | +15.8% | -14.7% | +30.5% | +14.9% |
| 1Y | +27.2% | -42.4% | +69.6% | +29.0% |
| All | +139.4% | +308.1% | -168.7% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling