+180.7%
HIMS vs BX
+213.7%
-33.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -1.0% |
| 7D | -0.7% | -5.6% | +4.9% | +2.2% |
| 30D | -8.2% | -12.2% | +4.0% | -1.9% |
| 3M | -4.7% | +7.4% | -12.1% | -8.3% |
| 6M | +6.3% | +22.2% | -15.9% | -4.1% |
| YTD | -15.3% | -14.0% | -1.3% | -9.9% |
| 1Y | -46.9% | -27.3% | -19.6% | -38.5% |
| 3Y | +321.3% | +24.5% | +296.7% | +286.8% |
| 5Y | +215.8% | +18.9% | +197.0% | +185.2% |
| All | +180.7% | +213.7% | -33.0% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling