+158.3%
CAT vs HIMS
+191.0%
-32.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | -24.1% | +31.6% | +9.7% |
| 30D | -19.7% | -28.8% | +9.2% | -17.6% |
| 3M | -29.6% | -31.4% | +1.8% | -27.8% |
| 6M | -33.2% | -18.3% | -14.9% | -32.9% |
| YTD | +5.7% | -39.2% | +44.9% | +7.1% |
| 1Y | +9.3% | -45.3% | +54.6% | +11.6% |
| 3Y | +158.3% | +181.9% | -23.5% | +123.5% |
| All | +158.3% | +191.0% | -32.7% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling