+327.3%
HIMS vs BAX
-33.8%
+361.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -2.7% | -5.1% | +2.4% | -1.6% |
| 30D | -12.2% | -12.2% | 0.0% | -9.6% |
| 3M | -3.7% | +21.8% | -25.5% | -8.1% |
| 6M | +25.9% | +36.3% | -10.4% | +16.6% |
| YTD | -14.1% | +27.8% | -41.9% | -20.1% |
| 1Y | -41.6% | -0.1% | -41.6% | -42.9% |
| All | +327.3% | -33.8% | +361.0% | +345.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling