+148.4%
HIMS vs BBWI
-67.3%
+215.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.4% |
| 7D | -25.6% | -4.2% | -21.3% | -24.4% |
| 30D | -38.1% | +24.9% | -63.0% | -43.2% |
| 3M | -39.8% | +13.2% | -53.0% | -43.7% |
| 6M | -32.3% | +12.1% | -44.4% | -37.2% |
| YTD | -41.1% | +11.1% | -52.2% | -46.2% |
| 1Y | -53.4% | +0.7% | -54.1% | -56.6% |
| 3Y | +180.9% | -23.8% | +204.7% | +176.9% |
| All | +148.4% | -67.3% | +215.7% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling