+206.6%
HIMS vs CART
+39.2%
+167.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -25.6% | +0.3% | -25.8% | -25.6% |
| 30D | -38.1% | +22.4% | -60.6% | -43.6% |
| 3M | -39.8% | +15.6% | -55.4% | -44.0% |
| 6M | -32.3% | +44.9% | -77.2% | -43.2% |
| YTD | -41.1% | +30.0% | -71.1% | -48.6% |
| 1Y | -53.4% | +56.6% | -110.0% | -62.4% |
| 3Y | +180.9% | +131.9% | +49.0% | +101.4% |
| All | +206.6% | +39.2% | +167.4% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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