+165.3%
HIMS vs BURL
+24.7%
+140.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.7% | +8.5% |
| 7D | -6.1% | +4.1% | -10.1% | -7.1% |
| 30D | -12.0% | -9.5% | -2.5% | -9.7% |
| 3M | -12.3% | -33.5% | +21.2% | -2.9% |
| 6M | -3.3% | -22.1% | +18.8% | +1.9% |
| YTD | -19.9% | -14.6% | -5.4% | -17.8% |
| 1Y | -37.4% | -8.4% | -29.0% | -37.4% |
| 3Y | +314.0% | +86.6% | +227.5% | +242.4% |
| 5Y | +212.1% | -17.2% | +229.3% | +188.8% |
| All | +165.3% | +24.7% | +140.6% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling