+182.8%
HIMS vs BWA
+114.9%
+67.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.3% |
| 7D | -3.9% | +5.7% | -9.6% | -5.7% |
| 30D | -12.4% | +1.4% | -13.9% | -12.8% |
| 3M | -1.1% | -12.1% | +11.0% | +3.2% |
| 6M | +68.4% | +28.6% | +39.9% | +54.7% |
| YTD | -14.7% | +51.1% | -65.7% | -27.5% |
| 1Y | -42.4% | +55.9% | -98.3% | -51.8% |
| 3Y | +304.5% | +70.1% | +234.4% | +218.7% |
| 5Y | +237.5% | +90.7% | +146.8% | +154.1% |
| All | +182.8% | +114.9% | +67.8% | +108.1% |
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