+180.0%
HIMS vs HBM
+575.7%
-395.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.5% | +5.9% | +0.3% |
| 7D | -1.4% | -3.7% | +2.4% | -0.5% |
| 30D | -10.1% | -3.7% | -6.4% | -9.0% |
| 3M | -1.2% | +8.0% | -9.2% | -3.6% |
| 6M | +16.9% | +15.8% | +1.1% | +10.6% |
| YTD | -15.5% | +34.4% | -49.9% | -24.1% |
| 1Y | -42.6% | +98.2% | -140.7% | -53.4% |
| 3Y | +320.2% | +476.6% | -156.4% | +162.2% |
| 5Y | +215.0% | +331.1% | -116.1% | +102.5% |
| All | +180.0% | +575.7% | -395.7% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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