+187.4%
HIMS vs CAG
-29.4%
+216.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.4% |
| 7D | -0.9% | -5.3% | +4.3% | -1.8% |
| 30D | -10.8% | +1.0% | -11.8% | -10.6% |
| 3M | +3.7% | +17.4% | -13.7% | +6.9% |
| 6M | +79.0% | -16.8% | +95.8% | +75.2% |
| YTD | -13.2% | -6.8% | -6.5% | -13.5% |
| 1Y | -43.3% | -15.4% | -27.9% | -43.8% |
| 3Y | +331.4% | -37.1% | +368.5% | +317.0% |
| 5Y | +230.2% | -41.3% | +271.5% | +219.8% |
| All | +187.4% | -29.4% | +216.8% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling