+259.6%
HIMS vs BAM
+90.5%
+169.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.3% | -14.1% | -13.6% |
| 7D | -9.1% | +5.3% | -14.4% | -12.8% |
| 30D | -25.8% | +18.1% | -43.9% | -35.4% |
| 3M | -27.4% | +4.2% | -31.6% | -30.6% |
| 6M | -18.9% | +11.1% | -29.9% | -26.8% |
| YTD | -29.4% | +6.6% | -36.0% | -35.0% |
| 1Y | -44.1% | +6.2% | -50.3% | -48.4% |
| 3Y | +246.0% | +95.0% | +151.0% | +143.9% |
| All | +259.6% | +90.5% | +169.0% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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