+177.1%
HIMS vs BURL
-12.4%
+189.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.2% | -16.0% | -13.2% |
| 7D | -9.1% | +7.7% | -16.8% | -11.6% |
| 30D | -25.8% | -7.1% | -18.7% | -24.0% |
| 3M | -27.4% | -30.3% | +2.9% | -18.3% |
| 6M | -18.9% | -15.5% | -3.3% | -15.9% |
| YTD | -29.4% | -11.0% | -18.4% | -28.3% |
| 1Y | -44.1% | -8.4% | -35.7% | -44.4% |
| 3Y | +246.0% | +96.7% | +149.3% | +151.5% |
| 5Y | +177.1% | -14.1% | +191.1% | +166.3% |
| All | +177.1% | -12.4% | +189.4% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling