+180.0%
HIMS vs BEN
+57.4%
+122.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -10.1% | +0.9% | -11.0% | -10.5% |
| 3M | -1.2% | +9.2% | -10.4% | -4.6% |
| 6M | +16.9% | +36.8% | -19.9% | +2.4% |
| YTD | -15.5% | +44.4% | -59.9% | -28.4% |
| 1Y | -42.6% | +45.8% | -88.4% | -51.6% |
| 3Y | +320.2% | +52.5% | +267.7% | +243.6% |
| 5Y | +215.0% | +37.7% | +177.4% | +162.8% |
| All | +180.0% | +57.4% | +122.6% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded BEN 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling