+180.7%
HIMS vs BG
+161.8%
+18.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -0.7% | +3.1% | -3.8% | -1.3% |
| 30D | -8.2% | +10.2% | -18.4% | -10.0% |
| 3M | -4.7% | -1.7% | -3.0% | -4.7% |
| 6M | +6.3% | +1.0% | +5.3% | +5.3% |
| YTD | -15.3% | +39.9% | -55.2% | -21.8% |
| 1Y | -46.9% | +53.2% | -100.1% | -52.0% |
| 3Y | +321.3% | +16.3% | +305.0% | +296.1% |
| 5Y | +215.8% | +83.9% | +132.0% | +166.5% |
| All | +180.7% | +161.8% | +18.9% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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