+87.6%
CVS vs HIMS
+188.0%
-100.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -1.6% | -0.9% | -0.6% | -1.5% |
| 30D | +0.4% | -10.8% | +11.2% | +0.6% |
| 3M | -0.4% | +3.7% | -4.1% | -1.0% |
| 6M | +25.1% | +79.0% | -53.8% | +20.9% |
| YTD | +23.9% | -13.2% | +37.1% | +23.1% |
| 1Y | +41.1% | -43.3% | +84.3% | +42.0% |
| 3Y | +63.6% | +331.4% | -267.8% | +46.6% |
| 5Y | +31.5% | +230.2% | -198.7% | +17.3% |
| All | +87.6% | +188.0% | -100.4% | +43.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling