-28.6%
HIMS vs BB
+46.4%
-75.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +5.9% | +8.0% |
| 7D | -21.9% | +7.3% | -29.2% | -23.5% |
| 30D | -32.1% | +11.2% | -43.3% | -34.3% |
| 3M | -31.8% | +4.7% | -36.5% | -33.7% |
| 6M | -28.6% | +51.1% | -79.7% | -32.3% |
| All | -28.6% | +46.4% | -75.0% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling