+229.9%
HIMS vs BTDR
+19.6%
+210.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | -0.5% |
| 7D | -0.7% | -3.4% | +2.7% | -0.1% |
| 30D | -8.2% | +32.6% | -40.8% | -13.4% |
| 3M | -4.7% | -32.2% | +27.5% | +1.4% |
| 6M | +6.3% | +52.4% | -46.1% | -4.6% |
| YTD | -15.3% | +6.7% | -22.0% | -19.9% |
| 1Y | -46.9% | -15.2% | -31.6% | -48.5% |
| 3Y | +321.3% | +14.9% | +306.4% | +262.5% |
| 5Y | +215.8% | +20.8% | +195.0% | +162.8% |
| All | +229.9% | +19.6% | +210.3% | +178.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling