+222.2%
HIMS vs B
+153.8%
+68.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -3.9% | -1.6% | -2.3% | -3.4% |
| 30D | -12.4% | +9.4% | -21.9% | -15.0% |
| 3M | -1.1% | +5.0% | -6.1% | -2.9% |
| 6M | +68.4% | -3.5% | +72.0% | +69.2% |
| YTD | -14.7% | +4.5% | -19.1% | -17.1% |
| 1Y | -42.4% | +67.8% | -110.2% | -52.0% |
| 3Y | +304.5% | +196.7% | +107.8% | +174.2% |
| All | +222.2% | +153.8% | +68.4% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling