+184.7%
HIMS vs BBY
+70.7%
+114.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -2.7% | +1.2% | -3.9% | -3.2% |
| 30D | -12.2% | +6.8% | -19.0% | -14.8% |
| 3M | -3.7% | +18.7% | -22.5% | -10.8% |
| 6M | +25.9% | +37.3% | -11.4% | +9.6% |
| YTD | -14.1% | +35.3% | -49.4% | -25.2% |
| 1Y | -41.6% | +20.7% | -62.3% | -47.0% |
| 3Y | +327.3% | +39.4% | +287.8% | +259.4% |
| 5Y | +207.9% | -1.5% | +209.4% | +175.6% |
| All | +184.7% | +70.7% | +114.0% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling