+11.7%
CRCL vs HIMS
-48.4%
+60.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -3.0% |
| 7D | +4.9% | -2.7% | +7.6% | +5.6% |
| 30D | +38.7% | -12.2% | +50.9% | +44.0% |
| 3M | +14.7% | -3.7% | +18.4% | +13.4% |
| 6M | -16.9% | +25.9% | -42.8% | -26.2% |
| YTD | +17.3% | -14.1% | +31.3% | +13.6% |
| 1Y | -21.2% | -41.6% | +20.4% | -13.9% |
| All | +11.7% | -48.4% | +60.1% | +24.2% |
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