+112.3%
HIMS vs BAH
+40.3%
+72.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +8.8% |
| 7D | -21.9% | -1.6% | -20.3% | -21.9% |
| 30D | -32.1% | +18.0% | -50.1% | -33.1% |
| 3M | -31.8% | +11.4% | -43.2% | -32.6% |
| 6M | -28.6% | +17.7% | -46.3% | -29.7% |
| YTD | -35.9% | +5.4% | -41.3% | -36.5% |
| 1Y | -47.6% | +2.8% | -50.4% | -48.0% |
| 3Y | +205.6% | -26.7% | +232.2% | +221.4% |
| 5Y | +170.3% | +8.1% | +162.2% | +176.3% |
| All | +112.3% | +40.3% | +72.1% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling