+222.2%
HIMS vs BROS
+38.3%
+183.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -2.7% | -6.6% | +3.9% | -0.6% |
| 30D | -12.2% | -12.3% | +0.2% | -8.6% |
| 3M | -3.7% | -22.2% | +18.5% | +3.2% |
| 6M | +25.9% | -14.3% | +40.2% | +30.4% |
| YTD | -14.1% | -26.6% | +12.5% | -7.0% |
| 1Y | -41.6% | -31.5% | -10.1% | -35.8% |
| 3Y | +327.3% | +62.3% | +265.0% | +279.6% |
| All | +222.2% | +38.3% | +183.8% | +216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling