+344.7%
HIMS vs BOXX
+18.4%
+326.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.1% |
| 30D | -10.1% | +0.3% | -10.3% | -8.5% |
| 3M | -1.2% | +1.0% | -2.2% | +3.7% |
| 6M | +16.9% | +1.9% | +15.0% | +28.7% |
| YTD | -15.5% | +2.6% | -18.1% | -2.4% |
| 1Y | -42.6% | +4.0% | -46.6% | -26.1% |
| 3Y | +320.2% | +14.6% | +305.6% | +2,231.9% |
| All | +344.7% | +18.4% | +326.3% | +6,886.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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