+4,224.1%
BE vs HIMS
+101.7%
+4,122.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +10.8% | -24.1% | +34.9% | +19.5% |
| 30D | -19.8% | -28.8% | +9.0% | -11.4% |
| 3M | -18.7% | -31.4% | +12.7% | -10.4% |
| 6M | -33.7% | -18.3% | -15.5% | -30.9% |
| YTD | +121.0% | -39.2% | +160.2% | +137.8% |
| 1Y | +85.4% | -45.3% | +130.7% | +107.8% |
| 3Y | +1,709.5% | +181.9% | +1,527.7% | +651.4% |
| 5Y | +462.2% | +166.6% | +295.6% | +108.2% |
| All | +4,224.1% | +101.7% | +4,122.4% | +495.8% |
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