+327.3%
HIMS vs HBM
+506.5%
-179.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | -2.7% | +5.5% | -8.2% | -4.7% |
| 30D | -12.2% | +3.3% | -15.5% | -12.9% |
| 3M | -3.7% | +12.7% | -16.4% | -8.5% |
| 6M | +25.9% | +28.2% | -2.3% | +11.5% |
| YTD | -14.1% | +45.3% | -59.4% | -29.8% |
| 1Y | -41.6% | +121.7% | -163.3% | -60.5% |
| All | +327.3% | +506.5% | -179.3% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling