+222.2%
HIMS vs CAPR
+84.7%
+137.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -3.9% | -2.0% | -1.9% | -3.9% |
| 30D | -12.4% | +139.2% | -151.6% | -14.6% |
| 3M | -1.1% | -66.4% | +65.3% | 0.0% |
| 6M | +68.4% | -63.1% | +131.6% | +69.9% |
| YTD | -14.7% | -67.4% | +52.8% | -13.8% |
| 1Y | -42.4% | +58.2% | -100.7% | -48.1% |
| 3Y | +304.5% | +42.2% | +262.3% | +187.4% |
| All | +222.2% | +84.7% | +137.5% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling