+180.9%
HIMS vs BUD
+51.6%
+129.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -16.4% |
| 7D | -25.6% | +6.0% | -31.6% | -24.7% |
| 30D | -38.1% | +11.3% | -49.4% | -36.9% |
| 3M | -39.8% | +3.6% | -43.3% | -39.2% |
| 6M | -32.3% | +7.7% | -40.0% | -31.3% |
| YTD | -41.1% | +36.4% | -77.4% | -39.5% |
| 1Y | -53.4% | +37.8% | -91.2% | -52.1% |
| 3Y | +180.9% | +51.2% | +129.7% | +164.8% |
| All | +180.9% | +51.6% | +129.3% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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