+320.2%
HIMS vs BR
-5.0%
+325.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -1.4% | -6.0% | +4.6% | -0.2% |
| 30D | -10.1% | -0.9% | -9.2% | -9.9% |
| 3M | -1.2% | +16.4% | -17.6% | -4.2% |
| 6M | +16.9% | -8.2% | +25.1% | +19.8% |
| YTD | -15.5% | -23.2% | +7.7% | -8.6% |
| 1Y | -42.6% | -30.9% | -11.6% | -35.1% |
| All | +320.2% | -5.0% | +325.3% | +296.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling