+21.9%
BAC vs HIMS
+166.7%
-144.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -11.8% | +14.1% | +3.1% |
| 7D | +2.0% | -9.1% | +11.1% | +2.6% |
| 30D | -6.9% | -25.8% | +18.9% | -5.1% |
| 3M | -19.6% | -27.4% | +7.8% | -18.1% |
| 6M | -0.5% | -18.9% | +18.4% | -0.4% |
| YTD | -6.6% | -29.4% | +22.7% | -6.6% |
| 1Y | -3.0% | -44.1% | +41.1% | -1.2% |
| 3Y | +97.3% | +246.0% | -148.7% | +49.2% |
| 5Y | +21.9% | +177.1% | -155.2% | -13.3% |
| All | +21.9% | +166.7% | -144.9% | -13.3% |
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