+112.3%
HIMS vs BURL
+29.5%
+82.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.5% |
| 7D | -21.9% | -0.8% | -21.1% | -21.8% |
| 30D | -32.1% | -4.4% | -27.7% | -31.3% |
| 3M | -31.8% | -28.6% | -3.2% | -25.9% |
| 6M | -28.6% | -12.3% | -16.3% | -27.2% |
| YTD | -35.9% | -11.3% | -24.6% | -34.9% |
| 1Y | -47.6% | -10.4% | -37.2% | -47.3% |
| 3Y | +205.6% | +96.1% | +109.5% | +149.4% |
| 5Y | +170.3% | -5.0% | +175.3% | +145.1% |
| All | +112.3% | +29.5% | +82.8% | +87.7% |
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