+101.3%
HIMS vs BP
+78.6%
+22.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -24.1% | +3.8% | -27.9% | -24.4% |
| 30D | -28.8% | -5.3% | -23.5% | -28.4% |
| 3M | -31.4% | +9.3% | -40.7% | -32.2% |
| 6M | -18.3% | +7.2% | -25.5% | -19.3% |
| YTD | -39.2% | +38.0% | -77.3% | -42.4% |
| 1Y | -45.3% | +33.2% | -78.5% | -47.9% |
| 3Y | +181.9% | +50.3% | +131.6% | +162.0% |
| 5Y | +166.6% | +114.1% | +52.5% | +137.2% |
| All | +101.3% | +78.6% | +22.7% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling