+421.0%
CAT vs HIMS
+101.7%
+319.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.0% |
| 7D | +9.3% | -18.0% | +27.3% | +10.8% |
| 30D | -21.5% | -33.6% | +12.1% | -19.1% |
| 3M | -29.1% | -34.2% | +5.1% | -27.2% |
| 6M | -33.4% | -21.2% | -12.2% | -32.9% |
| YTD | +6.6% | -39.2% | +45.8% | +7.8% |
| 1Y | +6.5% | -49.4% | +56.0% | +9.2% |
| 3Y | +162.7% | +189.7% | -27.0% | +122.2% |
| 5Y | +214.2% | +166.6% | +47.6% | +160.7% |
| All | +421.0% | +101.7% | +319.2% | +236.1% |
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