+307.5%
HIMS vs BAM
+86.2%
+221.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.9% | +7.1% | +7.3% |
| 7D | -6.1% | +9.7% | -15.8% | -13.2% |
| 30D | -12.0% | +19.0% | -31.0% | -23.6% |
| 3M | -12.3% | +0.6% | -12.9% | -13.6% |
| 6M | -3.3% | +11.1% | -14.4% | -12.4% |
| YTD | -19.9% | +4.2% | -24.1% | -24.8% |
| 1Y | -37.4% | +3.3% | -40.7% | -40.8% |
| 3Y | +314.0% | +88.8% | +225.3% | +199.0% |
| All | +307.5% | +86.2% | +221.3% | +186.2% |
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