+4,312.8%
CLS vs HIMS
+180.6%
+4,132.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +5.0% | -1.4% | +6.3% | +5.3% |
| 30D | +4.8% | -10.1% | +14.8% | +6.4% |
| 3M | -10.4% | -1.2% | -9.2% | -11.2% |
| 6M | +20.8% | +16.9% | +3.9% | +14.6% |
| YTD | +10.0% | -15.5% | +25.5% | +8.6% |
| 1Y | +28.5% | -42.6% | +71.1% | +35.8% |
| 3Y | +1,292.2% | +320.2% | +972.0% | +890.9% |
| 5Y | +3,616.8% | +215.0% | +3,401.8% | +2,466.3% |
| All | +4,312.8% | +180.6% | +4,132.2% | +1,917.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling