-42.4%
HIMS vs BR
-29.1%
-13.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.6% |
| 7D | -3.9% | -5.3% | +1.4% | -4.2% |
| 30D | -12.4% | +6.4% | -18.9% | -11.8% |
| 3M | -1.1% | +13.6% | -14.7% | +1.1% |
| 6M | +68.4% | -6.7% | +75.2% | +57.0% |
| YTD | -14.7% | -21.1% | +6.4% | -23.1% |
| 1Y | -42.4% | -29.6% | -12.8% | -39.0% |
| All | -42.4% | -29.1% | -13.3% | -39.0% |
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