-37.7%
HIMS vs BURL
-4.6%
-33.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.7% | -4.0% | +2.5% |
| 7D | -9.1% | +10.4% | -19.5% | -10.5% |
| 30D | -10.1% | -4.9% | -5.2% | -9.6% |
| 3M | -17.1% | -29.8% | +12.7% | -12.4% |
| 6M | -2.2% | -16.5% | +14.2% | -2.3% |
| YTD | -17.9% | -10.5% | -7.3% | -17.5% |
| 1Y | -37.7% | -5.3% | -32.4% | -38.0% |
| All | -37.7% | -4.6% | -33.1% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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