+187.4%
HIMS vs BG
+165.0%
+22.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.9% |
| 7D | -0.9% | +2.4% | -3.3% | -1.4% |
| 30D | -10.8% | +15.0% | -25.9% | -13.2% |
| 3M | +3.7% | -0.7% | +4.3% | +3.5% |
| 6M | +79.0% | +7.5% | +71.5% | +75.4% |
| YTD | -13.2% | +41.6% | -54.8% | -20.1% |
| 1Y | -43.3% | +50.7% | -93.9% | -48.5% |
| 3Y | +331.4% | +20.3% | +311.1% | +303.0% |
| 5Y | +230.2% | +85.2% | +145.0% | +178.2% |
| All | +187.4% | +165.0% | +22.5% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling