+182.8%
HIMS vs B
+207.2%
-24.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -3.9% | -1.6% | -2.3% | -3.5% |
| 30D | -12.4% | +9.4% | -21.9% | -14.4% |
| 3M | -1.1% | +5.0% | -6.1% | -2.5% |
| 6M | +68.4% | -3.5% | +72.0% | +69.1% |
| YTD | -14.7% | +4.5% | -19.1% | -16.3% |
| 1Y | -42.4% | +67.8% | -110.2% | -49.5% |
| 3Y | +304.5% | +196.7% | +107.8% | +207.8% |
| 5Y | +237.5% | +151.9% | +85.6% | +156.5% |
| All | +182.8% | +207.2% | -24.5% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling