+189.0%
CDE vs HIMS
+214.8%
-25.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | +9.5% | -8.2% | +17.7% | +11.0% |
| 3M | +25.5% | -4.7% | +30.2% | +25.5% |
| 6M | -7.9% | +6.3% | -14.2% | -10.6% |
| YTD | +15.6% | -15.3% | +30.8% | +14.8% |
| 1Y | +34.0% | -46.9% | +80.9% | +43.5% |
| 3Y | +791.9% | +321.3% | +470.6% | +370.7% |
| All | +189.0% | +214.8% | -25.8% | +37.8% |
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