+180.9%
HIMS vs BAH
-25.7%
+206.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.8% | -17.4% | -16.7% |
| 7D | -25.6% | +0.5% | -26.0% | -25.6% |
| 30D | -38.1% | +18.2% | -56.4% | -39.1% |
| 3M | -39.8% | +13.1% | -52.9% | -40.5% |
| 6M | -32.3% | +15.2% | -47.5% | -32.8% |
| YTD | -41.1% | +6.0% | -47.1% | -41.4% |
| 1Y | -53.4% | +3.1% | -56.5% | -53.5% |
| 3Y | +180.9% | -26.2% | +207.1% | +221.2% |
| All | +180.9% | -25.7% | +206.6% | +221.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling