+320.2%
HIMS vs BBY
+38.5%
+281.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -1.4% | +0.7% | -2.1% | -1.7% |
| 30D | -10.1% | +5.8% | -15.8% | -12.7% |
| 3M | -1.2% | +18.0% | -19.2% | -9.4% |
| 6M | +16.9% | +39.8% | -22.9% | -1.7% |
| YTD | -15.5% | +35.4% | -50.9% | -28.3% |
| 1Y | -42.6% | +21.4% | -64.0% | -48.7% |
| All | +320.2% | +38.5% | +281.7% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling