+230.2%
HIMS vs BP
+131.3%
+99.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | +1.3% |
| 7D | -0.9% | +0.9% | -1.9% | -1.1% |
| 30D | -10.8% | +9.1% | -20.0% | -12.1% |
| 3M | +3.7% | +3.9% | -0.2% | +2.8% |
| 6M | +79.0% | +13.6% | +65.3% | +72.4% |
| YTD | -13.2% | +34.0% | -47.3% | -19.9% |
| 1Y | -43.3% | +39.2% | -82.4% | -48.2% |
| 3Y | +331.4% | +36.4% | +295.0% | +289.7% |
| 5Y | +230.2% | +135.8% | +94.4% | +138.6% |
| All | +230.2% | +131.3% | +99.0% | +138.6% |
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