+181.9%
HIMS vs CAG
-36.3%
+218.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.5% |
| 7D | -24.1% | -3.3% | -20.8% | -25.2% |
| 30D | -28.8% | +7.7% | -36.5% | -26.4% |
| 3M | -31.4% | -3.2% | -28.2% | -31.9% |
| 6M | -18.3% | +7.0% | -25.2% | -14.3% |
| YTD | -39.2% | -9.0% | -30.3% | -40.5% |
| 1Y | -45.3% | -9.6% | -35.7% | -46.5% |
| 3Y | +181.9% | -36.0% | +217.8% | +147.9% |
| All | +181.9% | -36.3% | +218.2% | +147.9% |
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