+112.3%
HIMS vs BUD
-3.7%
+116.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.3% | +11.1% | +9.1% |
| 7D | -21.9% | +0.5% | -22.4% | -22.1% |
| 30D | -32.1% | +7.4% | -39.5% | -33.1% |
| 3M | -31.8% | +4.3% | -36.1% | -32.5% |
| 6M | -28.6% | +5.3% | -33.9% | -29.9% |
| YTD | -35.9% | +33.2% | -69.2% | -40.5% |
| 1Y | -47.6% | +31.8% | -79.4% | -51.3% |
| 3Y | +205.6% | +47.8% | +157.8% | +171.1% |
| 5Y | +170.3% | +50.2% | +120.1% | +136.9% |
| All | +112.3% | -3.7% | +116.0% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling