+170.3%
HIMS vs BP
+108.0%
+62.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +8.6% |
| 7D | -21.9% | -0.8% | -21.2% | -21.8% |
| 30D | -32.1% | -3.1% | -28.9% | -31.8% |
| 3M | -31.8% | +6.2% | -37.9% | -32.5% |
| 6M | -28.6% | +4.8% | -33.4% | -29.5% |
| YTD | -35.9% | +35.2% | -71.1% | -40.9% |
| 1Y | -47.6% | +27.4% | -75.1% | -51.0% |
| 3Y | +205.6% | +49.8% | +155.8% | +171.3% |
| 5Y | +170.3% | +109.4% | +60.9% | +115.3% |
| All | +170.3% | +108.0% | +62.2% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling