+188.8%
HIMS vs BURL
-15.9%
+204.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.9% | -6.8% | -8.7% |
| 7D | -18.9% | +3.5% | -22.4% | -19.8% |
| 30D | -18.4% | -9.3% | -9.1% | -15.5% |
| 3M | -24.0% | -32.1% | +8.1% | -13.5% |
| 6M | -8.6% | -19.8% | +11.2% | -3.3% |
| YTD | -25.9% | -13.2% | -12.7% | -23.9% |
| 1Y | -45.0% | -7.8% | -37.1% | -45.3% |
| 3Y | +271.3% | +89.3% | +182.0% | +174.6% |
| 5Y | +188.8% | -15.8% | +204.7% | +178.1% |
| All | +188.8% | -15.9% | +204.7% | +178.1% |
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 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