+8.5%
CRCL vs HIMS
-49.2%
+57.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.4% |
| 7D | -12.5% | -1.4% | -11.1% | -12.1% |
| 30D | +26.9% | -10.1% | +37.0% | +31.0% |
| 3M | +14.4% | -1.2% | +15.7% | +12.3% |
| 6M | -23.5% | +16.9% | -40.4% | -30.5% |
| YTD | +13.9% | -15.5% | +29.4% | +10.9% |
| 1Y | -20.6% | -42.6% | +22.0% | -12.8% |
| All | +8.5% | -49.2% | +57.8% | +21.3% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling