+184.7%
HIMS vs BAH
+16.6%
+168.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | -12.2% | -6.6% | -5.6% | -11.7% |
| 3M | -3.7% | -7.2% | +3.4% | -2.9% |
| 6M | +25.9% | -10.0% | +35.9% | +27.3% |
| YTD | -14.1% | -12.5% | -1.6% | -13.4% |
| 1Y | -41.6% | -27.9% | -13.7% | -39.7% |
| 3Y | +327.3% | -31.4% | +358.7% | +352.7% |
| 5Y | +207.9% | -3.2% | +211.2% | +223.4% |
| All | +184.7% | +16.6% | +168.1% | +189.2% |
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