+134.1%
HIMS vs B
+190.2%
-56.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.2% | -16.0% | -13.0% |
| 7D | -9.1% | +11.3% | -20.4% | -12.1% |
| 30D | -25.8% | +2.9% | -28.8% | -26.6% |
| 3M | -27.4% | -2.9% | -24.5% | -26.9% |
| 6M | -18.9% | -1.2% | -17.7% | -19.0% |
| YTD | -29.4% | -1.3% | -28.0% | -29.9% |
| 1Y | -44.1% | +30.4% | -74.5% | -48.3% |
| 3Y | +246.0% | +195.3% | +50.7% | +164.5% |
| 5Y | +177.1% | +146.2% | +30.8% | +112.6% |
| All | +134.1% | +190.2% | -56.1% | +79.1% |
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