+190.6%
HIMS vs CARR
+421.5%
-230.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.3% |
| 7D | -0.7% | -3.8% | +3.0% | +0.8% |
| 30D | -8.2% | -8.9% | +0.7% | -4.9% |
| 3M | -4.7% | -17.3% | +12.6% | +2.5% |
| 6M | +6.3% | -1.4% | +7.7% | +6.0% |
| YTD | -15.3% | +10.0% | -25.3% | -20.0% |
| 1Y | -46.9% | -6.4% | -40.5% | -46.5% |
| 3Y | +321.3% | +1.5% | +319.7% | +317.1% |
| 5Y | +215.8% | +9.3% | +206.5% | +191.8% |
| All | +190.6% | +421.5% | -230.9% | +152.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling