+220.0%
HIMS vs BROS
+43.3%
+176.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -3.9% | -6.7% | +2.8% | -1.8% |
| 30D | -12.4% | -29.1% | +16.6% | -3.0% |
| 3M | -1.1% | -16.7% | +15.6% | +3.9% |
| 6M | +68.4% | -11.6% | +80.1% | +72.9% |
| YTD | -14.7% | -23.9% | +9.3% | -8.6% |
| 1Y | -42.4% | -34.8% | -7.6% | -35.8% |
| 3Y | +304.5% | +62.1% | +242.5% | +258.0% |
| All | +220.0% | +43.3% | +176.7% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling