+848.2%
CLS vs HIMS
+206.9%
+641.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +8.8% | -0.3% | +6.5% |
| 7D | +2.8% | -21.9% | +24.7% | +7.9% |
| 30D | -30.1% | -32.1% | +2.0% | -24.3% |
| 3M | -21.7% | -31.8% | +10.1% | -16.1% |
| 6M | -36.2% | -28.6% | -7.7% | -33.1% |
| YTD | -17.8% | -35.9% | +18.1% | -14.5% |
| 1Y | -26.8% | -47.6% | +20.8% | -20.0% |
| All | +848.2% | +206.9% | +641.2% | +667.7% |
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