-37.7%
HIMS vs BTSG
+111.7%
-149.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | -9.1% | +17.4% | -26.5% | -14.3% |
| 30D | -10.1% | +12.6% | -22.7% | -14.0% |
| 3M | -17.1% | +11.2% | -28.3% | -20.4% |
| 6M | -2.2% | +30.4% | -32.6% | -18.9% |
| YTD | -17.9% | +86.4% | -104.3% | -46.3% |
| 1Y | -37.7% | +117.9% | -155.6% | -64.5% |
| All | -37.7% | +111.7% | -149.4% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling