-42.4%
HIMS vs CARR
-3.6%
-38.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -3.9% | +1.6% | -5.5% | -4.4% |
| 30D | -12.4% | -8.7% | -3.7% | -9.9% |
| 3M | -1.1% | -12.6% | +11.5% | +2.3% |
| 6M | +68.4% | -1.5% | +70.0% | +67.5% |
| YTD | -14.7% | +14.3% | -29.0% | -19.0% |
| 1Y | -42.4% | -4.6% | -37.8% | -38.4% |
| All | -42.4% | -3.6% | -38.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling