+20.7%
BMY vs HIMS
+317.7%
-296.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +15.7% |
| 6M | +8.3% | +16.9% | -8.6% | +7.7% |
| YTD | +22.2% | -15.5% | +37.7% | +21.8% |
| 1Y | +41.7% | -42.6% | +84.3% | +41.7% |
| All | +20.7% | +317.7% | -296.9% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling