+210.1%
HIMS vs BNY
+256.6%
-46.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -0.7% | -1.3% | +0.6% | +0.4% |
| 30D | -8.2% | -0.2% | -8.0% | -8.7% |
| 3M | -4.7% | +14.9% | -19.6% | -16.6% |
| 6M | +6.3% | +40.0% | -33.7% | -22.1% |
| YTD | -15.3% | +42.0% | -57.3% | -38.9% |
| 1Y | -46.9% | +56.9% | -103.7% | -64.7% |
| 3Y | +321.3% | +289.9% | +31.4% | +55.4% |
| All | +210.1% | +256.6% | -46.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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