+95.2%
HIMS vs CAPR
+242.5%
-147.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -9.9% | -6.7% | -16.4% |
| 7D | -25.6% | +7.6% | -33.2% | -25.7% |
| 30D | -38.1% | +13.3% | -51.4% | -38.3% |
| 3M | -39.8% | +130.4% | -170.2% | -41.0% |
| 6M | -32.3% | -70.8% | +38.5% | -31.6% |
| YTD | -41.1% | -69.3% | +28.2% | -40.6% |
| 1Y | -53.4% | +59.5% | -112.9% | -56.9% |
| 3Y | +180.9% | +216.8% | -35.9% | +142.9% |
| 5Y | +138.5% | +152.7% | -14.2% | +105.1% |
| All | +95.2% | +242.5% | -147.3% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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