+183.3%
CAT vs HIMS
+211.8%
-28.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.2% |
| 7D | -10.3% | -6.1% | -4.2% | -9.9% |
| 30D | -31.2% | -12.0% | -19.2% | -30.5% |
| 3M | -34.7% | -12.3% | -22.3% | -34.2% |
| 6M | -39.5% | -3.3% | -36.2% | -40.0% |
| YTD | -1.7% | -19.9% | +18.3% | -2.5% |
| 1Y | -1.1% | -37.4% | +36.3% | 0.0% |
| 3Y | +143.9% | +314.0% | -170.2% | +95.9% |
| All | +183.3% | +211.8% | -28.5% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling