+197.3%
HIMS vs BN
+102.0%
+95.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.5% |
| 7D | -21.9% | -2.4% | -19.5% | -20.4% |
| 30D | -32.1% | +13.5% | -45.6% | -40.1% |
| 3M | -31.8% | -5.9% | -25.8% | -28.6% |
| 6M | -28.6% | -8.9% | -19.7% | -23.0% |
| YTD | -35.9% | -7.9% | -28.0% | -32.9% |
| 1Y | -47.6% | -8.3% | -39.4% | -44.9% |
| All | +197.3% | +102.0% | +95.3% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling