+180.0%
HIMS vs BP
+78.0%
+102.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -1.4% | +5.7% | -7.1% | -2.0% |
| 30D | -10.1% | +8.1% | -18.1% | -10.9% |
| 3M | -1.2% | +8.6% | -9.8% | -2.4% |
| 6M | +16.9% | +18.1% | -1.2% | +13.6% |
| YTD | -15.5% | +37.6% | -53.1% | -19.8% |
| 1Y | -42.6% | +39.4% | -82.0% | -45.7% |
| 3Y | +320.2% | +40.1% | +280.1% | +294.0% |
| 5Y | +215.0% | +141.3% | +73.7% | +178.2% |
| All | +180.0% | +78.0% | +102.0% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling