+210.1%
HIMS vs BR
+8.0%
+202.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -0.7% | -3.0% | +2.3% | +0.6% |
| 30D | -8.2% | -0.3% | -7.9% | -8.1% |
| 3M | -4.7% | +17.3% | -22.0% | -12.4% |
| 6M | +6.3% | -6.7% | +13.0% | +9.7% |
| YTD | -15.3% | -23.4% | +8.2% | -3.4% |
| 1Y | -46.9% | -32.7% | -14.2% | -34.6% |
| 3Y | +321.3% | -5.9% | +327.2% | +302.9% |
| All | +210.1% | +8.0% | +202.1% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling