+187.4%
HIMS vs BX
+227.0%
-39.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.5% |
| 7D | -0.9% | -2.0% | +1.0% | 0.0% |
| 30D | -10.8% | -2.3% | -8.5% | -9.9% |
| 3M | +3.7% | +18.5% | -14.8% | -5.0% |
| 6M | +79.0% | +23.7% | +55.2% | +60.2% |
| YTD | -13.2% | -10.4% | -2.9% | -9.6% |
| 1Y | -43.3% | -19.6% | -23.7% | -37.5% |
| 3Y | +331.4% | +30.8% | +300.6% | +286.8% |
| 5Y | +230.2% | +24.3% | +205.9% | +192.0% |
| All | +187.4% | +227.0% | -39.6% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling