+320.2%
HIMS vs BTG
+94.1%
+226.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.0% |
| 7D | -1.4% | -5.5% | +4.1% | -0.2% |
| 30D | -10.1% | +6.1% | -16.2% | -11.2% |
| 3M | -1.2% | +38.6% | -39.9% | -7.8% |
| 6M | +16.9% | +0.7% | +16.2% | +14.7% |
| YTD | -15.5% | +20.3% | -35.8% | -20.7% |
| 1Y | -42.6% | +25.0% | -67.6% | -46.1% |
| All | +320.2% | +94.1% | +226.1% | +250.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling