+72.9%
BAC vs HIMS
+221.2%
-148.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.6% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | -0.7% | -10.8% | +10.1% | -0.1% |
| 3M | +16.9% | +3.7% | +13.2% | +15.5% |
| 6M | +29.6% | +79.0% | -49.4% | +20.7% |
| YTD | +15.3% | -13.2% | +28.5% | +13.8% |
| 1Y | +28.8% | -43.3% | +72.1% | +31.1% |
| 3Y | +136.4% | +331.4% | -195.0% | +76.7% |
| 5Y | +72.9% | +230.2% | -157.3% | +26.5% |
| All | +72.9% | +221.2% | -148.3% | +26.5% |
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