+30.9%
BMY vs HIMS
+160.3%
-129.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.1% | -24.1% | +26.2% | +2.4% |
| 30D | +7.0% | -28.8% | +35.8% | +7.4% |
| 3M | -0.9% | -31.4% | +30.6% | -0.5% |
| 6M | +14.9% | -18.3% | +33.2% | +14.8% |
| YTD | +22.8% | -39.2% | +62.1% | +22.8% |
| 1Y | +36.2% | -45.3% | +81.5% | +36.5% |
| 3Y | +45.7% | +181.9% | -136.2% | +35.3% |
| All | +30.9% | +160.3% | -129.4% | +16.2% |
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