+327.3%
HIMS vs CAG
-37.6%
+364.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.3% |
| 7D | -2.7% | -6.6% | +3.9% | -5.3% |
| 30D | -12.2% | +2.3% | -14.5% | -11.3% |
| 3M | -3.7% | +16.3% | -20.0% | +3.2% |
| 6M | +25.9% | -16.0% | +41.9% | +17.9% |
| YTD | -14.1% | -7.7% | -6.4% | -15.8% |
| 1Y | -41.6% | -16.0% | -25.6% | -44.1% |
| All | +327.3% | -37.6% | +364.8% | +264.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling