+134.6%
CMG vs HIMS
+188.0%
-53.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.5% | -0.9% | -0.5% | -1.4% |
| 30D | +12.7% | -10.8% | +23.5% | +13.6% |
| 3M | +26.3% | +3.7% | +22.6% | +24.8% |
| 6M | +4.5% | +79.0% | -74.5% | -3.2% |
| YTD | -0.1% | -13.2% | +13.1% | -1.5% |
| 1Y | -6.8% | -43.3% | +36.5% | -5.1% |
| 3Y | -5.0% | +331.4% | -336.4% | -31.6% |
| 5Y | -3.0% | +230.2% | -233.3% | -33.5% |
| All | +134.6% | +188.0% | -53.5% | +12.4% |
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