+1,237.1%
CLS vs HIMS
+310.5%
+926.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.6% | -3.9% | +8.5% | +5.4% |
| 30D | -13.9% | -12.4% | -1.4% | -11.7% |
| 3M | -26.6% | -1.1% | -25.5% | -27.3% |
| 6M | +15.4% | +68.4% | -53.0% | -1.0% |
| YTD | +5.7% | -14.7% | +20.3% | +4.1% |
| 1Y | +41.1% | -42.4% | +83.5% | +50.6% |
| All | +1,237.1% | +310.5% | +926.6% | +774.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling