-37.7%
HIMS vs BRO
-3.6%
-34.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.7% | +4.6% |
| 7D | -9.1% | +12.4% | -21.5% | -6.9% |
| 30D | -10.1% | +21.6% | -31.7% | -6.2% |
| 3M | -17.1% | +4.3% | -21.4% | -16.2% |
| 6M | -2.2% | +29.2% | -31.4% | +0.9% |
| YTD | -17.9% | -6.4% | -11.5% | -15.1% |
| 1Y | -37.7% | -5.3% | -32.4% | -35.5% |
| All | -37.7% | -3.6% | -34.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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