+101.3%
HIMS vs CAG
-31.1%
+132.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.2% |
| 7D | -24.1% | -3.3% | -20.8% | -24.6% |
| 30D | -28.8% | +7.7% | -36.5% | -27.8% |
| 3M | -31.4% | -3.2% | -28.2% | -31.5% |
| 6M | -18.3% | +7.0% | -25.2% | -16.5% |
| YTD | -39.2% | -9.0% | -30.3% | -39.4% |
| 1Y | -45.3% | -9.6% | -35.7% | -45.5% |
| 3Y | +181.9% | -36.0% | +217.8% | +172.5% |
| 5Y | +166.6% | -40.9% | +207.5% | +158.6% |
| All | +101.3% | -31.1% | +132.4% | +95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling