+165.3%
HIMS vs CAPR
+247.5%
-82.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.7% | +3.4% | +8.0% |
| 7D | -6.1% | +41.1% | -47.1% | -6.8% |
| 30D | -12.0% | +11.1% | -23.1% | -12.2% |
| 3M | -12.3% | +115.3% | -127.7% | -14.0% |
| 6M | -3.3% | -73.8% | +70.5% | -2.1% |
| YTD | -19.9% | -68.8% | +48.9% | -19.3% |
| 1Y | -37.4% | +43.3% | -80.7% | -41.8% |
| 3Y | +314.0% | +214.7% | +99.3% | +258.1% |
| 5Y | +212.1% | +141.3% | +70.8% | +168.5% |
| All | +165.3% | +247.5% | -82.2% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling