+24.3%
BMY vs HIMS
+214.8%
-190.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -4.8% | -0.7% | -4.0% | -4.7% |
| 30D | -0.1% | -8.2% | +8.1% | 0.0% |
| 3M | +13.1% | -4.7% | +17.8% | +12.9% |
| 6M | +8.4% | +6.3% | +2.1% | +7.8% |
| YTD | +22.0% | -15.3% | +37.2% | +21.5% |
| 1Y | +40.3% | -46.9% | +87.1% | +40.7% |
| 3Y | +20.5% | +321.3% | -300.8% | +10.5% |
| All | +24.3% | +214.8% | -190.5% | +14.0% |
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 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