+267.6%
HIMS vs CART
+39.2%
+228.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.4% | -12.0% |
| 7D | -9.1% | +1.5% | -10.6% | -9.6% |
| 30D | -25.8% | +22.4% | -48.2% | -32.3% |
| 3M | -27.4% | +16.5% | -43.9% | -32.7% |
| 6M | -18.9% | +44.9% | -63.7% | -31.8% |
| YTD | -29.4% | +30.0% | -59.3% | -38.3% |
| 1Y | -44.1% | +59.1% | -103.2% | -55.2% |
| 3Y | +246.0% | +138.8% | +107.2% | +147.0% |
| All | +267.6% | +39.2% | +228.4% | +166.6% |
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