+68.4%
BMY vs HIMS
+180.6%
-112.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -6.4% | -1.4% | -5.0% | -6.4% |
| 30D | +0.2% | -10.1% | +10.3% | +0.3% |
| 3M | +16.0% | -1.2% | +17.2% | +15.8% |
| 6M | +8.3% | +16.9% | -8.6% | +7.8% |
| YTD | +22.2% | -15.5% | +37.7% | +21.8% |
| 1Y | +41.7% | -42.6% | +84.3% | +41.7% |
| 3Y | +20.7% | +320.2% | -299.5% | +15.1% |
| 5Y | +23.9% | +215.0% | -191.1% | +17.4% |
| All | +68.4% | +180.6% | -112.2% | +31.9% |
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