+350.5%
CDE vs HIMS
+180.6%
+169.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.8% |
| 7D | -6.1% | -1.4% | -4.7% | -5.8% |
| 30D | +9.5% | -10.1% | +19.5% | +11.5% |
| 3M | +32.0% | -1.2% | +33.2% | +31.2% |
| 6M | -12.8% | +16.9% | -29.7% | -17.1% |
| YTD | +14.2% | -15.5% | +29.7% | +13.2% |
| 1Y | +36.3% | -42.6% | +78.9% | +44.1% |
| 3Y | +821.4% | +320.2% | +501.2% | +395.9% |
| 5Y | +194.3% | +215.0% | -20.8% | +52.8% |
| All | +350.5% | +180.6% | +169.9% | +120.2% |
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