+182.8%
HIMS vs BURL
+34.1%
+148.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | -3.9% | -2.8% | -1.1% | -3.3% |
| 30D | -12.4% | -28.2% | +15.7% | -4.7% |
| 3M | -1.1% | -17.6% | +16.5% | +3.3% |
| 6M | +68.4% | -11.8% | +80.2% | +72.3% |
| YTD | -14.7% | -8.1% | -6.5% | -13.8% |
| 1Y | -42.4% | -12.0% | -30.4% | -41.6% |
| 3Y | +304.5% | +63.3% | +241.2% | +245.0% |
| 5Y | +237.5% | -10.8% | +248.3% | +207.2% |
| All | +182.8% | +34.1% | +148.7% | +148.6% |
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