+237.8%
HIMS vs BTDR
+26.7%
+211.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.7% | +1.2% |
| 7D | -0.9% | +22.4% | -23.4% | -5.2% |
| 30D | -10.8% | +16.5% | -27.3% | -14.1% |
| 3M | +3.7% | -31.5% | +35.2% | +9.9% |
| 6M | +79.0% | +74.0% | +4.9% | +56.9% |
| YTD | -13.2% | +13.0% | -26.3% | -19.0% |
| 1Y | -43.3% | -0.2% | -43.0% | -46.6% |
| 3Y | +331.4% | +9.9% | +321.5% | +269.0% |
| 5Y | +230.2% | +28.1% | +202.1% | +171.2% |
| All | +237.8% | +26.7% | +211.1% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BTDR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling