+8.9%
CRCL vs HIMS
-49.1%
+58.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | -11.2% | -0.7% | -10.5% | -11.0% |
| 30D | +27.1% | -8.2% | +35.3% | +30.4% |
| 3M | +9.6% | -4.7% | +14.4% | +8.8% |
| 6M | -19.7% | +6.3% | -26.0% | -24.6% |
| YTD | +14.2% | -15.3% | +29.5% | +11.1% |
| 1Y | -32.2% | -46.9% | +14.6% | -24.4% |
| All | +8.9% | -49.1% | +58.0% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling