+182.8%
HIMS vs HBM
+595.3%
-412.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.9% | -6.4% | +2.4% | -2.3% |
| 30D | -12.4% | +5.9% | -18.4% | -13.4% |
| 3M | -1.1% | -8.9% | +7.8% | +0.7% |
| 6M | +68.4% | +10.7% | +57.8% | +61.4% |
| YTD | -14.7% | +38.3% | -52.9% | -23.8% |
| 1Y | -42.4% | +121.3% | -163.7% | -54.5% |
| 3Y | +304.5% | +450.6% | -146.1% | +154.6% |
| 5Y | +237.5% | +338.0% | -100.5% | +115.7% |
| All | +182.8% | +595.3% | -412.6% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling