+3,346.8%
CLS vs HIMS
+101.7%
+3,245.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.2% | +9.8% | +5.6% |
| 7D | +23.5% | -18.0% | +41.5% | +27.3% |
| 30D | -28.9% | -33.6% | +4.7% | -23.5% |
| 3M | -25.2% | -34.2% | +9.0% | -19.9% |
| 6M | -32.1% | -21.2% | -10.9% | -30.3% |
| YTD | -14.1% | -39.2% | +25.2% | -10.3% |
| 1Y | -24.1% | -49.4% | +25.4% | -17.7% |
| 3Y | +897.0% | +189.7% | +707.3% | +655.3% |
| 5Y | +2,089.9% | +166.6% | +1,923.3% | +1,480.6% |
| All | +3,346.8% | +101.7% | +3,245.1% | +1,565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling