+2.8%
BSX vs HIMS
+181.3%
-178.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -10.1% | -0.7% | -9.4% | -10.1% |
| 30D | -16.4% | -8.2% | -8.2% | -16.2% |
| 3M | -8.9% | -4.7% | -4.2% | -9.1% |
| 6M | -38.3% | +6.3% | -44.6% | -39.1% |
| YTD | -54.9% | -15.3% | -39.6% | -55.2% |
| 1Y | -58.8% | -46.9% | -12.0% | -58.3% |
| 3Y | -21.2% | +321.3% | -342.5% | -32.2% |
| 5Y | -3.3% | +215.8% | -219.2% | -19.4% |
| All | +2.8% | +181.3% | -178.5% | -36.8% |
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