+598.9%
CAT vs HIMS
+183.3%
+415.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.7% | -3.9% | +5.6% | +2.0% |
| 30D | -6.6% | -12.4% | +5.9% | -5.8% |
| 3M | -13.3% | -1.1% | -12.2% | -13.8% |
| 6M | +11.6% | +68.4% | -56.8% | +5.2% |
| YTD | +42.9% | -14.7% | +57.6% | +41.4% |
| 1Y | +95.4% | -42.4% | +137.8% | +98.2% |
| 3Y | +196.6% | +304.5% | -107.9% | +145.2% |
| 5Y | +321.7% | +237.5% | +84.1% | +243.6% |
| All | +598.9% | +183.3% | +415.6% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling