-42.4%
HIMS vs CAG
-13.1%
-29.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.8% |
| 7D | -3.9% | -3.8% | -0.1% | -5.7% |
| 30D | -12.4% | +3.1% | -15.6% | -11.0% |
| 3M | -1.1% | +23.5% | -24.5% | +13.2% |
| 6M | +68.4% | -14.8% | +83.3% | +45.7% |
| YTD | -14.7% | -5.4% | -9.2% | -19.3% |
| 1Y | -42.4% | -11.8% | -30.6% | -47.7% |
| All | -42.4% | -13.1% | -29.3% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling