+216.3%
HIMS vs BTSG
+416.6%
-200.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.4% |
| 7D | -2.7% | +2.9% | -5.6% | -4.3% |
| 30D | -12.2% | +0.9% | -13.1% | -13.3% |
| 3M | -3.7% | +1.6% | -5.3% | -8.1% |
| 6M | +25.9% | +46.8% | -20.9% | -6.1% |
| YTD | -14.1% | +65.5% | -79.6% | -40.9% |
| 1Y | -41.6% | +136.2% | -177.9% | -68.7% |
| All | +216.3% | +416.6% | -200.3% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling