+7.5%
BSX vs HIMS
+185.3%
-177.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -7.0% | -2.7% | -4.3% | -6.9% |
| 30D | -10.9% | -12.2% | +1.3% | -10.5% |
| 3M | -8.2% | -3.7% | -4.4% | -8.5% |
| 6M | -37.5% | +25.9% | -63.4% | -38.9% |
| YTD | -52.8% | -14.1% | -38.8% | -53.2% |
| 1Y | -58.4% | -41.6% | -16.8% | -58.1% |
| 3Y | -16.5% | +327.3% | -343.8% | -28.2% |
| 5Y | -1.0% | +207.9% | -208.9% | -17.4% |
| All | +7.5% | +185.3% | -177.7% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling