+1,227.8%
BE vs HIMS
+232.5%
+995.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.6% |
| 7D | +23.9% | -2.7% | +26.7% | +24.9% |
| 30D | +27.8% | -12.2% | +40.0% | +31.7% |
| 3M | +3.7% | -3.7% | +7.5% | +3.8% |
| 6M | +78.0% | +25.9% | +52.1% | +59.5% |
| YTD | +209.9% | -14.1% | +224.0% | +202.3% |
| 1Y | +389.6% | -41.6% | +431.2% | +434.1% |
| 3Y | +1,730.6% | +327.3% | +1,403.3% | +454.2% |
| 5Y | +1,227.8% | +207.9% | +1,019.9% | +324.8% |
| All | +1,227.8% | +232.5% | +995.3% | +324.8% |
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 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