+210.9%
HIMS vs BN
+35.8%
+175.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.2% | +3.9% |
| 7D | -0.9% | -1.2% | +0.2% | -0.1% |
| 30D | -10.8% | -10.9% | +0.1% | -1.8% |
| 3M | +3.7% | -11.1% | +14.8% | +14.9% |
| 6M | +79.0% | -4.4% | +83.3% | +86.2% |
| YTD | -13.2% | -14.1% | +0.9% | -2.8% |
| 1Y | -43.3% | -11.1% | -32.2% | -38.3% |
| 3Y | +331.4% | +75.6% | +255.8% | +171.4% |
| All | +210.9% | +35.8% | +175.2% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling