-2.4%
CVNA vs HIMS
-43.7%
+41.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | -7.3% | -0.7% | -6.6% | -7.1% |
| 30D | -4.6% | -8.2% | +3.6% | -3.4% |
| 3M | +2.0% | -4.7% | +6.7% | +1.3% |
| 6M | +11.7% | +6.3% | +5.4% | +6.8% |
| YTD | -18.1% | -15.3% | -2.8% | -12.9% |
| 1Y | -2.4% | -46.9% | +44.5% | +18.7% |
| All | -2.4% | -43.7% | +41.3% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling