-42.4%
HIMS vs BROS
-35.3%
-7.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -3.9% | -6.7% | +2.8% | -1.4% |
| 30D | -12.4% | -29.1% | +16.6% | -1.1% |
| 3M | -1.1% | -16.7% | +15.6% | +4.6% |
| 6M | +68.4% | -11.6% | +80.1% | +72.2% |
| YTD | -14.7% | -23.9% | +9.3% | -9.2% |
| 1Y | -42.4% | -34.8% | -7.6% | -30.5% |
| All | -42.4% | -35.3% | -7.1% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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