+606.3%
CAT vs HIMS
+188.0%
+418.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.9% |
| 7D | +5.6% | -0.9% | +6.5% | +5.6% |
| 30D | -2.3% | -10.8% | +8.5% | -1.6% |
| 3M | -10.0% | +3.7% | -13.7% | -10.9% |
| 6M | +21.2% | +79.0% | -57.7% | +13.7% |
| YTD | +44.4% | -13.2% | +57.7% | +42.7% |
| 1Y | +96.3% | -43.3% | +139.5% | +99.3% |
| 3Y | +203.9% | +331.4% | -127.5% | +150.1% |
| 5Y | +333.5% | +230.2% | +103.3% | +253.5% |
| All | +606.3% | +188.0% | +418.2% | +344.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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