+197.3%
HIMS vs BB
+161.8%
+35.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +5.9% | +7.6% |
| 7D | -21.9% | +7.3% | -29.2% | -24.3% |
| 30D | -32.1% | +11.2% | -43.3% | -35.4% |
| 3M | -31.8% | +4.7% | -36.5% | -34.0% |
| 6M | -28.6% | +51.1% | -79.7% | -44.0% |
| YTD | -35.9% | +148.0% | -183.9% | -60.6% |
| 1Y | -47.6% | +106.1% | -153.8% | -65.2% |
| All | +197.3% | +161.8% | +35.4% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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