-45.0%
HIMS vs BRKR
+47.8%
-92.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -9.0% | -0.8% | -6.7% |
| 7D | -18.9% | -6.4% | -12.6% | -17.0% |
| 30D | -18.4% | -4.0% | -14.3% | -17.1% |
| 3M | -24.0% | +10.7% | -34.7% | -25.8% |
| 6M | -8.6% | +53.0% | -61.6% | -21.7% |
| YTD | -25.9% | +23.6% | -49.5% | -36.4% |
| 1Y | -45.0% | +45.0% | -90.0% | -57.1% |
| All | -45.0% | +47.8% | -92.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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