+64.7%
CRM vs HIMS
+181.3%
-116.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | -4.4% | -0.7% | -3.7% | -4.4% |
| 30D | +28.1% | -8.2% | +36.3% | +29.0% |
| 3M | +48.8% | -4.7% | +53.5% | +47.9% |
| 6M | +28.3% | +6.3% | +22.0% | +24.9% |
| YTD | -6.0% | -15.3% | +9.3% | -7.2% |
| 1Y | +1.4% | -46.9% | +48.3% | +4.5% |
| 3Y | +11.8% | +321.3% | -309.4% | -23.6% |
| 5Y | -2.0% | +215.8% | -217.9% | -36.8% |
| All | +64.7% | +181.3% | -116.6% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling