+6,110.6%
BE vs HIMS
+181.3%
+5,929.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.6% |
| 7D | +9.0% | -0.7% | +9.8% | +9.4% |
| 30D | +16.3% | -8.2% | +24.5% | +18.3% |
| 3M | +10.8% | -4.7% | +15.5% | +11.1% |
| 6M | +73.2% | +6.3% | +66.9% | +63.8% |
| YTD | +217.4% | -15.3% | +232.6% | +211.2% |
| 1Y | +309.8% | -46.9% | +356.6% | +359.3% |
| 3Y | +1,726.2% | +321.3% | +1,404.9% | +565.7% |
| 5Y | +1,306.2% | +215.8% | +1,090.3% | +400.2% |
| All | +6,110.6% | +181.3% | +5,929.3% | +679.7% |
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