-37.7%
HIMS vs BR
-14.2%
-23.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.8% |
| 7D | -9.1% | +7.0% | -16.0% | -9.0% |
| 30D | -10.1% | +19.0% | -29.1% | -9.9% |
| 3M | -17.1% | +13.1% | -30.2% | -16.7% |
| 6M | -2.2% | +24.6% | -26.9% | +0.4% |
| YTD | -17.9% | -13.6% | -4.3% | -27.8% |
| 1Y | -37.7% | -13.1% | -24.6% | -44.3% |
| All | -37.7% | -14.2% | -23.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling