+187.4%
HIMS vs BNS
+137.0%
+50.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -0.9% | +1.8% | -2.8% | -1.8% |
| 30D | -10.8% | +4.5% | -15.3% | -12.9% |
| 3M | +3.7% | +15.8% | -12.1% | -3.2% |
| 6M | +79.0% | +31.5% | +47.5% | +57.6% |
| YTD | -13.2% | +28.6% | -41.9% | -22.9% |
| 1Y | -43.3% | +48.2% | -91.4% | -52.8% |
| 3Y | +331.4% | +130.8% | +200.6% | +200.1% |
| 5Y | +230.2% | +94.9% | +135.4% | +145.5% |
| All | +187.4% | +137.0% | +50.5% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 all: compounded portfolio wealth divided by compounded BNS 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…
all analysis · Full analysis span regression · 6 months rolling