+101.3%
HIMS vs BWA
+62.3%
+39.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | -18.0% | +7.3% | -25.3% | -20.0% |
| 30D | -33.6% | -15.8% | -17.8% | -29.6% |
| 3M | -34.2% | -25.7% | -8.4% | -27.5% |
| 6M | -21.2% | -19.6% | -1.6% | -15.8% |
| YTD | -39.2% | +14.1% | -53.3% | -43.5% |
| 1Y | -49.4% | +12.2% | -61.6% | -52.7% |
| 3Y | +189.7% | +63.8% | +125.9% | +135.8% |
| 5Y | +166.6% | +28.7% | +137.9% | +120.5% |
| All | +101.3% | +62.3% | +39.1% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 all: compounded portfolio wealth divided by compounded BWA 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…
all analysis · Full analysis span regression · 6 months rolling