+3,542.1%
CLS vs HIMS
+221.2%
+3,320.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.3% |
| 7D | +12.8% | -0.9% | +13.7% | +12.9% |
| 30D | +3.8% | -10.8% | +14.6% | +5.8% |
| 3M | -14.6% | +3.7% | -18.3% | -16.5% |
| 6M | +32.2% | +79.0% | -46.7% | +12.7% |
| YTD | +11.6% | -13.2% | +24.9% | +9.4% |
| 1Y | +35.1% | -43.3% | +78.3% | +43.9% |
| 3Y | +1,312.5% | +331.4% | +981.1% | +819.7% |
| 5Y | +3,542.1% | +230.2% | +3,311.8% | +2,117.9% |
| All | +3,542.1% | +221.2% | +3,320.8% | +2,117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling