+101.3%
HIMS vs B
+159.8%
-58.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.1% | -4.3% |
| 7D | -18.0% | -6.2% | -11.8% | -16.4% |
| 30D | -33.6% | -6.6% | -27.0% | -32.2% |
| 3M | -34.2% | -7.9% | -26.3% | -32.4% |
| 6M | -21.2% | -16.8% | -4.4% | -17.3% |
| YTD | -39.2% | -11.7% | -27.6% | -37.6% |
| 1Y | -49.4% | +3.5% | -52.9% | -50.1% |
| 3Y | +189.7% | +165.7% | +24.0% | +129.1% |
| 5Y | +166.6% | +108.4% | +58.2% | +113.1% |
| All | +101.3% | +159.8% | -58.5% | +59.5% |
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