+334.3%
HIMS vs BAM
+78.0%
+256.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | -3.9% | -2.0% | -1.9% | -2.4% |
| 30D | -12.4% | -2.9% | -9.5% | -10.8% |
| 3M | -1.1% | +9.4% | -10.5% | -8.3% |
| 6M | +68.4% | +10.8% | +57.7% | +54.0% |
| YTD | -14.7% | -0.4% | -14.2% | -16.4% |
| 1Y | -42.4% | -10.9% | -31.5% | -38.0% |
| 3Y | +304.5% | +61.3% | +243.3% | +219.8% |
| All | +334.3% | +78.0% | +256.4% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling