+137.6%
CVX vs HIMS
+180.6%
-43.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.5% |
| 7D | +0.7% | -1.4% | +2.0% | +0.7% |
| 30D | +9.1% | -10.1% | +19.2% | +9.2% |
| 3M | +13.1% | -1.2% | +14.3% | +12.8% |
| 6M | +16.3% | +16.9% | -0.7% | +15.3% |
| YTD | +43.5% | -15.5% | +59.0% | +43.1% |
| 1Y | +40.2% | -42.6% | +82.7% | +40.9% |
| 3Y | +44.2% | +320.2% | -276.0% | +32.7% |
| 5Y | +170.6% | +215.0% | -44.4% | +148.8% |
| All | +137.6% | +180.6% | -43.0% | +22.1% |
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