+172.2%
CVX vs HIMS
+232.5%
-60.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | +1.0% | -2.7% | +3.7% | +1.0% |
| 30D | +10.7% | -12.2% | +22.8% | +10.8% |
| 3M | +15.5% | -3.7% | +19.2% | +15.3% |
| 6M | +14.9% | +25.9% | -11.0% | +13.8% |
| YTD | +44.2% | -14.1% | +58.3% | +43.9% |
| 1Y | +43.5% | -41.6% | +85.1% | +44.3% |
| 3Y | +45.0% | +327.3% | -282.3% | +32.6% |
| 5Y | +172.2% | +207.9% | -35.8% | +159.7% |
| All | +172.2% | +232.5% | -60.4% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling