+365.4%
CVNA vs HIMS
+188.0%
+177.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +3.5% | -0.9% | +4.5% | +3.8% |
| 30D | +5.5% | -10.8% | +16.3% | +8.4% |
| 3M | +7.6% | +3.7% | +3.9% | +3.5% |
| 6M | +17.6% | +79.0% | -61.4% | -9.3% |
| YTD | -11.5% | -13.2% | +1.8% | -15.1% |
| 1Y | +0.4% | -43.3% | +43.6% | +8.0% |
| 3Y | +695.6% | +331.4% | +364.2% | +165.3% |
| 5Y | +13.6% | +230.2% | -216.7% | -65.2% |
| All | +365.4% | +188.0% | +177.3% | -21.4% |
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