+180.7%
HIMS vs BR
+52.3%
+128.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -0.7% | -3.0% | +2.3% | +0.2% |
| 30D | -8.2% | -0.3% | -7.9% | -8.1% |
| 3M | -4.7% | +17.3% | -22.0% | -9.9% |
| 6M | +6.3% | -6.7% | +13.0% | +8.3% |
| YTD | -15.3% | -23.4% | +8.2% | -8.1% |
| 1Y | -46.9% | -32.7% | -14.2% | -39.6% |
| 3Y | +321.3% | -5.9% | +327.2% | +318.7% |
| 5Y | +215.8% | +8.4% | +207.4% | +186.7% |
| All | +180.7% | +52.3% | +128.4% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling