+145.5%
CVX vs HIMS
+101.7%
+43.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | -24.1% | +27.5% | +3.7% |
| 30D | -1.0% | -28.8% | +27.9% | -0.7% |
| 3M | +12.2% | -31.4% | +43.6% | +12.5% |
| 6M | +20.3% | -18.3% | +38.6% | +20.0% |
| YTD | +48.3% | -39.2% | +87.5% | +48.3% |
| 1Y | +46.9% | -45.3% | +92.2% | +47.2% |
| 3Y | +73.1% | +181.9% | -108.7% | +60.2% |
| 5Y | +135.2% | +166.6% | -31.4% | +116.0% |
| All | +145.5% | +101.7% | +43.8% | +26.6% |
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