+230.2%
HIMS vs BAH
-2.8%
+233.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -0.9% | -4.3% | +3.4% | -0.3% |
| 30D | -10.8% | -4.5% | -6.4% | -10.1% |
| 3M | +3.7% | -7.6% | +11.3% | +5.2% |
| 6M | +79.0% | -10.6% | +89.6% | +82.3% |
| YTD | -13.2% | -12.6% | -0.7% | -12.3% |
| 1Y | -43.3% | -27.0% | -16.3% | -40.0% |
| 3Y | +331.4% | -31.5% | +362.9% | +356.1% |
| 5Y | +230.2% | -3.8% | +234.1% | +206.2% |
| All | +230.2% | -2.8% | +233.1% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling