+5,595.3%
BE vs HIMS
+183.3%
+5,411.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +7.5% |
| 7D | +20.0% | -3.9% | +23.9% | +21.2% |
| 30D | +7.9% | -12.4% | +20.4% | +10.9% |
| 3M | -13.2% | -1.1% | -12.1% | -13.8% |
| 6M | +53.5% | +68.4% | -15.0% | +24.6% |
| YTD | +191.0% | -14.7% | +205.7% | +184.5% |
| 1Y | +360.5% | -42.4% | +402.9% | +403.3% |
| 3Y | +1,568.0% | +304.5% | +1,263.5% | +519.0% |
| 5Y | +1,055.2% | +237.5% | +817.7% | +302.4% |
| All | +5,595.3% | +183.3% | +5,411.9% | +613.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling