+180.0%
HIMS vs BAX
-68.9%
+248.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | -1.4% | -5.4% | +4.1% | -0.3% |
| 30D | -10.1% | -12.4% | +2.3% | -7.8% |
| 3M | -1.2% | +19.1% | -20.3% | -4.7% |
| 6M | +16.9% | +38.6% | -21.7% | +9.3% |
| YTD | -15.5% | +26.7% | -42.2% | -20.3% |
| 1Y | -42.6% | +1.0% | -43.6% | -43.7% |
| 3Y | +320.2% | -33.9% | +354.1% | +337.9% |
| 5Y | +215.0% | -67.0% | +282.1% | +251.1% |
| All | +180.0% | -68.9% | +248.9% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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