+123.1%
CSX vs HIMS
+165.8%
-42.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.1% | -11.4% | -3.7% |
| 7D | -5.5% | -6.1% | +0.5% | -5.3% |
| 30D | +4.9% | -12.0% | +16.9% | +5.4% |
| 3M | -2.9% | -12.3% | +9.5% | -2.6% |
| 6M | +8.3% | -3.3% | +11.6% | +7.5% |
| YTD | +36.7% | -19.9% | +56.7% | +35.8% |
| 1Y | +41.5% | -37.4% | +78.9% | +42.1% |
| 3Y | +68.6% | +314.0% | -245.4% | +41.8% |
| 5Y | +48.4% | +212.1% | -163.7% | +23.7% |
| All | +123.1% | +165.8% | -42.7% | +33.8% |
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