+2,005.0%
CLS vs HIMS
+143.4%
+1,861.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +8.8% | -0.3% | +6.6% |
| 7D | +2.8% | -21.9% | +24.7% | +7.8% |
| 30D | -30.1% | -32.1% | +2.0% | -24.4% |
| 3M | -21.7% | -31.8% | +10.1% | -16.2% |
| 6M | -36.2% | -28.6% | -7.7% | -33.1% |
| YTD | -17.8% | -35.9% | +18.1% | -14.7% |
| 1Y | -26.8% | -47.6% | +20.8% | -20.3% |
| 3Y | +853.4% | +205.6% | +647.8% | +553.2% |
| 5Y | +2,005.0% | +170.3% | +1,834.8% | +1,215.7% |
| All | +2,005.0% | +143.4% | +1,861.6% | +1,215.7% |
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 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