-26.2%
BE vs HIMS
-28.5%
+2.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +8.8% | +4.2% | +9.3% |
| 7D | +4.5% | -21.9% | +26.5% | +14.7% |
| 30D | -20.1% | -32.1% | +11.9% | -6.9% |
| 3M | -0.8% | -31.8% | +31.0% | +13.3% |
| 6M | -26.2% | -28.6% | +2.4% | -17.1% |
| All | -26.2% | -28.5% | +2.2% | -17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling