+127.8%
HIMS vs BROS
+10.5%
+117.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -2.0% |
| 7D | -24.1% | +6.3% | -30.4% | -25.8% |
| 30D | -28.8% | -8.3% | -20.5% | -27.4% |
| 3M | -31.4% | -29.8% | -1.6% | -24.3% |
| 6M | -18.3% | -25.8% | +7.6% | -12.2% |
| YTD | -39.2% | -41.4% | +2.1% | -30.2% |
| 1Y | -45.3% | -35.2% | -10.1% | -39.3% |
| 3Y | +181.9% | +32.8% | +149.1% | +164.9% |
| 5Y | +166.6% | -42.2% | +208.8% | +164.4% |
| All | +127.8% | +10.5% | +117.4% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling