+184.7%
HIMS vs BIL
+20.4%
+164.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -12.2% | +0.3% | -12.5% | -12.3% |
| 3M | -3.7% | +0.9% | -4.6% | -4.4% |
| 6M | +25.9% | +1.8% | +24.1% | +23.7% |
| YTD | -14.1% | +2.5% | -16.5% | -16.8% |
| 1Y | -41.6% | +3.7% | -45.3% | -45.0% |
| 3Y | +327.3% | +14.1% | +313.2% | +229.4% |
| 5Y | +207.9% | +19.4% | +188.5% | +84.6% |
| All | +184.7% | +20.4% | +164.3% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BIL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling