+141.5%
HIMS vs BURL
-10.8%
+152.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.2% |
| 7D | -24.1% | -1.6% | -22.5% | -23.8% |
| 30D | -28.8% | -7.7% | -21.1% | -26.9% |
| 3M | -31.4% | -31.7% | +0.2% | -22.3% |
| 6M | -18.3% | -15.2% | -3.1% | -15.5% |
| YTD | -39.2% | -15.9% | -23.3% | -37.0% |
| 1Y | -45.3% | -14.2% | -31.1% | -44.2% |
| 3Y | +181.9% | +93.5% | +88.3% | +106.8% |
| All | +141.5% | -10.8% | +152.3% | +132.3% |
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