-46.9%
HIMS vs BX
-25.1%
-21.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -1.1% |
| 7D | -0.7% | -5.6% | +4.9% | +2.5% |
| 30D | -8.2% | -12.2% | +4.0% | -1.3% |
| 3M | -4.7% | +7.4% | -12.1% | -8.2% |
| 6M | +6.3% | +22.2% | -15.9% | -3.2% |
| YTD | -15.3% | -14.0% | -1.3% | -13.7% |
| 1Y | -46.9% | -27.3% | -19.6% | -37.8% |
| All | -46.9% | -25.1% | -21.8% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling