+4,426.5%
CLS vs HIMS
+185.3%
+4,241.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +20.1% | -2.7% | +22.8% | +20.7% |
| 30D | +6.0% | -12.2% | +18.2% | +8.2% |
| 3M | -10.3% | -3.7% | -6.6% | -10.6% |
| 6M | +24.5% | +25.9% | -1.4% | +16.5% |
| YTD | +12.9% | -14.1% | +26.9% | +11.1% |
| 1Y | +36.7% | -41.6% | +78.3% | +43.9% |
| 3Y | +1,328.1% | +327.3% | +1,000.8% | +913.1% |
| 5Y | +3,682.3% | +207.9% | +3,474.4% | +2,510.8% |
| All | +4,426.5% | +185.3% | +4,241.2% | +1,963.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling