+187.4%
HIMS vs BR
+53.1%
+134.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +2.4% |
| 7D | -0.9% | -5.9% | +5.0% | +0.9% |
| 30D | -10.8% | +1.9% | -12.7% | -11.3% |
| 3M | +3.7% | +14.7% | -11.0% | -1.1% |
| 6M | +79.0% | -12.8% | +91.7% | +85.6% |
| YTD | -13.2% | -23.0% | +9.8% | -6.0% |
| 1Y | -43.3% | -31.7% | -11.6% | -35.8% |
| 3Y | +331.4% | -4.8% | +336.2% | +326.9% |
| 5Y | +230.2% | +7.8% | +222.4% | +199.5% |
| All | +187.4% | +53.1% | +134.3% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling