+415.5%
CAT vs HIMS
+134.6%
+280.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -11.8% | +19.0% | +8.1% |
| 7D | -2.4% | -9.1% | +6.7% | -1.8% |
| 30D | -25.0% | -25.8% | +0.8% | -23.4% |
| 3M | -28.7% | -27.4% | -1.3% | -27.3% |
| 6M | -33.0% | -18.9% | -14.1% | -32.7% |
| YTD | +5.4% | -29.4% | +34.8% | +5.5% |
| 1Y | +7.3% | -44.1% | +51.3% | +9.2% |
| 3Y | +166.0% | +246.0% | -80.0% | +122.3% |
| 5Y | +210.1% | +177.1% | +33.0% | +156.1% |
| All | +415.5% | +134.6% | +280.9% | +228.9% |
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