+101.3%
HIMS vs BAH
+40.5%
+60.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.2% |
| 7D | -18.0% | -2.6% | -15.4% | -17.9% |
| 30D | -33.6% | +20.4% | -53.9% | -34.7% |
| 3M | -34.2% | +11.9% | -46.0% | -34.9% |
| 6M | -21.2% | +17.1% | -38.3% | -22.3% |
| YTD | -39.2% | +5.5% | -44.8% | -39.8% |
| 1Y | -49.4% | +5.6% | -55.0% | -50.0% |
| 3Y | +189.7% | -26.5% | +216.3% | +204.7% |
| 5Y | +166.6% | +6.5% | +160.2% | +172.0% |
| All | +101.3% | +40.5% | +60.8% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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