+194.7%
HIMS vs CARR
+425.9%
-231.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.2% |
| 7D | -2.7% | +0.6% | -3.4% | -3.0% |
| 30D | -12.2% | -8.7% | -3.5% | -9.1% |
| 3M | -3.7% | -18.4% | +14.6% | +4.1% |
| 6M | +25.9% | -0.6% | +26.5% | +25.1% |
| YTD | -14.1% | +10.9% | -25.0% | -19.1% |
| 1Y | -41.6% | -7.3% | -34.3% | -41.0% |
| 3Y | +327.3% | +2.9% | +324.4% | +321.1% |
| 5Y | +207.9% | +9.6% | +198.3% | +183.8% |
| All | +194.7% | +425.9% | -231.2% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling