+211.1%
HIMS vs BTSG
+382.3%
-171.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.6% | +5.0% | +2.1% |
| 7D | -1.4% | -5.8% | +4.4% | +1.8% |
| 30D | -10.1% | 0.0% | -10.0% | -11.0% |
| 3M | -1.2% | -4.5% | +3.2% | -2.5% |
| 6M | +16.9% | +40.0% | -23.1% | -10.6% |
| YTD | -15.5% | +54.6% | -70.0% | -39.7% |
| 1Y | -42.6% | +106.1% | -148.7% | -66.4% |
| All | +211.1% | +382.3% | -171.2% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling