+182.8%
HIMS vs BBWI
+47.2%
+135.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.0% |
| 7D | -3.9% | +1.5% | -5.4% | -4.3% |
| 30D | -12.4% | -5.2% | -7.3% | -11.9% |
| 3M | -1.1% | +11.1% | -12.2% | -4.3% |
| 6M | +68.4% | -13.4% | +81.8% | +71.7% |
| YTD | -14.7% | +0.1% | -14.8% | -16.4% |
| 1Y | -42.4% | -36.1% | -6.3% | -38.4% |
| 3Y | +304.5% | -44.1% | +348.6% | +336.2% |
| 5Y | +237.5% | -66.2% | +303.8% | +277.4% |
| All | +182.8% | +47.2% | +135.5% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling