+187.4%
HIMS vs B
+202.8%
-15.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.1% |
| 7D | -0.9% | +2.3% | -3.3% | -1.7% |
| 30D | -10.8% | +1.4% | -12.2% | -11.0% |
| 3M | +3.7% | +12.2% | -8.5% | +0.5% |
| 6M | +79.0% | -2.1% | +81.1% | +79.0% |
| YTD | -13.2% | +2.9% | -16.2% | -14.6% |
| 1Y | -43.3% | +55.3% | -98.6% | -49.4% |
| 3Y | +331.4% | +198.7% | +132.7% | +228.2% |
| 5Y | +230.2% | +153.8% | +76.5% | +151.4% |
| All | +187.4% | +202.8% | -15.3% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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