+331.4%
HIMS vs BB
+68.2%
+263.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.8% |
| 7D | -0.9% | +0.5% | -1.5% | -1.2% |
| 30D | -10.8% | -12.4% | +1.5% | -6.2% |
| 3M | +3.7% | -15.3% | +19.0% | +8.2% |
| 6M | +79.0% | +128.8% | -49.8% | +18.6% |
| YTD | -13.2% | +107.7% | -120.9% | -40.1% |
| 1Y | -43.3% | +103.9% | -147.1% | -60.4% |
| 3Y | +331.4% | +72.6% | +258.8% | +162.7% |
| All | +331.4% | +68.2% | +263.2% | +162.7% |
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