+180.0%
HIMS vs BLDR
+193.2%
-13.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.6% |
| 7D | -1.4% | -8.1% | +6.8% | +0.8% |
| 30D | -10.1% | -21.5% | +11.4% | -4.2% |
| 3M | -1.2% | -21.0% | +19.7% | +4.6% |
| 6M | +16.9% | -37.1% | +54.0% | +31.1% |
| YTD | -15.5% | -42.7% | +27.2% | -4.4% |
| 1Y | -42.6% | -58.0% | +15.4% | -29.8% |
| 3Y | +320.2% | -57.8% | +378.1% | +400.5% |
| 5Y | +215.0% | +10.3% | +204.8% | +207.6% |
| All | +180.0% | +193.2% | -13.2% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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