+210.1%
HIMS vs BLK
+32.0%
+178.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -1.1% |
| 7D | -0.7% | -3.3% | +2.6% | +2.1% |
| 30D | -8.2% | -6.5% | -1.7% | -3.2% |
| 3M | -4.7% | +6.7% | -11.5% | -10.7% |
| 6M | +6.3% | +14.7% | -8.4% | -7.2% |
| YTD | -15.3% | +2.5% | -17.8% | -19.3% |
| 1Y | -46.9% | -2.8% | -44.1% | -46.7% |
| 3Y | +321.3% | +65.9% | +255.4% | +164.6% |
| All | +210.1% | +32.0% | +178.1% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 5y: compounded portfolio wealth divided by compounded BLK 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…
5y analysis · Full analysis span regression · 6 months rolling