+180.7%
HIMS vs BNY
+322.3%
-141.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -0.7% | -1.3% | +0.6% | -0.1% |
| 30D | -8.2% | -0.2% | -8.0% | -8.4% |
| 3M | -4.7% | +14.9% | -19.6% | -11.3% |
| 6M | +6.3% | +40.0% | -33.7% | -9.9% |
| YTD | -15.3% | +42.0% | -57.3% | -28.7% |
| 1Y | -46.9% | +56.9% | -103.7% | -57.1% |
| 3Y | +321.3% | +289.9% | +31.4% | +156.8% |
| 5Y | +215.8% | +259.2% | -43.3% | +94.7% |
| All | +180.7% | +322.3% | -141.6% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling