-5.0%
CMG vs HIMS
+202.2%
-207.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -3.8% | -1.4% | -2.5% | -3.7% |
| 30D | +12.9% | -10.1% | +23.0% | +13.7% |
| 3M | +18.8% | -1.2% | +20.0% | +17.8% |
| 6M | +4.1% | +16.9% | -12.9% | +0.6% |
| YTD | -2.4% | -15.5% | +13.1% | -3.5% |
| 1Y | -6.7% | -42.6% | +35.9% | -4.9% |
| 3Y | -7.1% | +320.2% | -327.3% | -38.1% |
| 5Y | -5.0% | +215.0% | -220.0% | -42.3% |
| All | -5.0% | +202.2% | -207.2% | -42.3% |
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