-29.6%
CLS vs HIMS
-41.7%
+12.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.7% | -12.8% | -10.0% |
| 7D | -21.1% | -9.1% | -12.1% | -19.2% |
| 30D | -38.2% | -10.1% | -28.1% | -36.5% |
| 3M | -36.3% | -17.1% | -19.2% | -33.7% |
| 6M | -43.8% | -2.2% | -41.6% | -44.7% |
| YTD | -20.0% | -17.9% | -2.1% | -5.5% |
| 1Y | -29.6% | -37.7% | +8.1% | +13.5% |
| All | -29.6% | -41.7% | +12.1% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling