+180.7%
HIMS vs BTG
+114.4%
+66.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -0.7% | -3.8% | +3.0% | 0.0% |
| 30D | -8.2% | +3.6% | -11.8% | -8.8% |
| 3M | -4.7% | +32.0% | -36.7% | -9.7% |
| 6M | +6.3% | +3.4% | +2.9% | +4.5% |
| YTD | -15.3% | +20.8% | -36.1% | -19.8% |
| 1Y | -46.9% | +22.4% | -69.3% | -49.8% |
| 3Y | +321.3% | +91.7% | +229.6% | +257.9% |
| 5Y | +215.8% | +79.0% | +136.8% | +169.2% |
| All | +180.7% | +114.4% | +66.3% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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