+330.7%
CVNA vs HIMS
+181.3%
+149.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.7% |
| 7D | -7.3% | -0.7% | -6.6% | -7.1% |
| 30D | -4.6% | -8.2% | +3.6% | -2.8% |
| 3M | +2.0% | -4.7% | +6.7% | +0.8% |
| 6M | +11.7% | +6.3% | +5.4% | +4.2% |
| YTD | -18.1% | -15.3% | -2.8% | -20.9% |
| 1Y | -2.4% | -46.9% | +44.5% | +7.6% |
| 3Y | +580.6% | +321.3% | +259.3% | +128.6% |
| 5Y | +4.9% | +215.8% | -211.0% | -67.5% |
| All | +330.7% | +181.3% | +149.5% | -26.7% |
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