+124.5%
CSX vs HIMS
+183.3%
-58.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -3.4% | -3.9% | +0.5% | -3.2% |
| 30D | -3.1% | -12.4% | +9.4% | -2.6% |
| 3M | +7.2% | -1.1% | +8.2% | +6.6% |
| 6M | +16.2% | +68.4% | -52.3% | +11.8% |
| YTD | +37.5% | -14.7% | +52.2% | +36.5% |
| 1Y | +53.2% | -42.4% | +95.6% | +54.3% |
| 3Y | +68.2% | +304.5% | -236.3% | +42.1% |
| 5Y | +65.2% | +237.5% | -172.3% | +37.3% |
| All | +124.5% | +183.3% | -58.9% | +34.4% |
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