+180.7%
HIMS vs BBY
+76.1%
+104.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.9% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | -8.2% | +9.4% | -17.6% | -11.7% |
| 3M | -4.7% | +19.3% | -24.0% | -11.8% |
| 6M | +6.3% | +47.9% | -41.6% | -9.9% |
| YTD | -15.3% | +39.6% | -54.8% | -27.0% |
| 1Y | -46.9% | +22.2% | -69.0% | -52.0% |
| 3Y | +321.3% | +45.0% | +276.3% | +249.4% |
| 5Y | +215.8% | +2.6% | +213.3% | +179.2% |
| All | +180.7% | +76.1% | +104.7% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling